-24.8%
KTOS vs CHD
+7.1%
-31.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.6% |
| 7D | -8.0% | -2.7% | -5.4% | -8.0% |
| 30D | -13.6% | -4.6% | -9.0% | -13.4% |
| 3M | -24.6% | +5.0% | -29.6% | -24.9% |
| 6M | -46.3% | -3.2% | -43.1% | -46.0% |
| YTD | -37.0% | +18.6% | -55.6% | -38.8% |
| 1Y | -24.8% | +4.8% | -29.6% | -22.8% |
| All | -24.8% | +7.1% | -31.9% | -22.8% |
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