+80.6%
KTOS vs ALHC
-33.0%
+113.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.8% |
| 7D | -2.3% | -5.8% | +3.5% | -1.6% |
| 30D | -26.3% | -3.3% | -22.9% | -26.0% |
| 3M | -14.3% | -37.9% | +23.6% | -9.7% |
| 6M | -47.2% | -29.5% | -17.7% | -46.0% |
| YTD | -38.1% | -35.4% | -2.7% | -36.0% |
| 1Y | -28.4% | -22.4% | -6.0% | -28.0% |
| 3Y | +219.6% | +146.3% | +73.3% | +156.1% |
| 5Y | +107.0% | -32.0% | +138.9% | +78.3% |
| All | +80.6% | -33.0% | +113.6% | +42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling