-60.1%
KTOS vs CHD
+30.9%
-91.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +2.6% | -14.9% | -12.0% |
| 7D | -12.7% | +6.9% | -19.6% | -12.4% |
| 30D | -14.4% | +17.1% | -31.5% | -14.2% |
| 3M | -30.7% | +9.1% | -39.8% | -30.4% |
| 6M | -41.9% | +21.4% | -63.3% | -42.0% |
| YTD | -52.6% | +34.9% | -87.5% | -54.8% |
| 1Y | -60.1% | +31.0% | -91.2% | -62.2% |
| All | -60.1% | +30.9% | -91.1% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling