+231.4%
KTOS vs GH
+467.1%
-235.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -2.4% | -2.5% | +0.1% | -1.8% |
| 30D | -26.8% | -4.7% | -22.2% | -26.1% |
| 3M | -20.6% | +20.2% | -40.8% | -24.2% |
| 6M | -47.5% | +78.8% | -126.3% | -54.3% |
| YTD | -38.5% | +54.1% | -92.6% | -44.7% |
| 1Y | -31.0% | +177.1% | -208.1% | -45.9% |
| 3Y | +216.5% | +371.6% | -155.1% | +106.2% |
| 5Y | +105.7% | +21.9% | +83.8% | +62.3% |
| All | +231.4% | +467.1% | -235.8% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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