-31.0%
KTOS vs HALO
+41.1%
-72.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -2.4% | -2.7% | +0.4% | -2.1% |
| 30D | -26.8% | +5.3% | -32.2% | -27.2% |
| 3M | -20.6% | +51.6% | -72.1% | -23.2% |
| 6M | -47.5% | +61.3% | -108.7% | -49.4% |
| YTD | -38.5% | +59.3% | -97.8% | -42.1% |
| 1Y | -31.0% | +38.3% | -69.3% | -34.0% |
| All | -31.0% | +41.1% | -72.1% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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