+79.4%
KTOS vs ALHC
-33.8%
+113.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | -2.4% | -6.9% | +4.5% | -1.5% |
| 30D | -26.8% | -6.7% | -20.1% | -26.2% |
| 3M | -20.6% | -37.7% | +17.1% | -16.4% |
| 6M | -47.5% | -30.0% | -17.5% | -46.3% |
| YTD | -38.5% | -36.2% | -2.3% | -36.3% |
| 1Y | -31.0% | -22.9% | -8.1% | -30.5% |
| 3Y | +216.5% | +138.4% | +78.2% | +154.9% |
| 5Y | +105.7% | -32.8% | +138.5% | +77.4% |
| All | +79.4% | -33.8% | +113.2% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALHC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling