-57.0%
KTOS vs HALO
+2,422.4%
-2,479.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -2.4% | -2.7% | +0.4% | -1.9% |
| 30D | -26.8% | +5.3% | -32.2% | -27.5% |
| 3M | -20.6% | +51.6% | -72.1% | -26.2% |
| 6M | -47.5% | +61.3% | -108.7% | -51.8% |
| YTD | -38.5% | +59.3% | -97.8% | -43.6% |
| 1Y | -31.0% | +38.3% | -69.3% | -35.4% |
| 3Y | +216.5% | +185.9% | +30.7% | +155.9% |
| 5Y | +105.7% | +159.9% | -54.3% | +67.3% |
| 10Y | +615.0% | +965.6% | -350.6% | +352.3% |
| All | -57.0% | +2,422.4% | -2,479.4% | -79.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling