+606.4%
KTOS vs HAS
+61.8%
+544.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.2% |
| 7D | -2.4% | -1.1% | -1.3% | -2.0% |
| 30D | -26.8% | -2.8% | -24.0% | -26.2% |
| 3M | -20.6% | +10.1% | -30.7% | -23.7% |
| 6M | -47.5% | -1.4% | -46.1% | -47.9% |
| YTD | -38.5% | +14.2% | -52.7% | -42.6% |
| 1Y | -31.0% | +18.2% | -49.2% | -36.6% |
| 3Y | +216.5% | +48.6% | +167.9% | +155.2% |
| 5Y | +105.7% | +14.2% | +91.5% | +81.8% |
| All | +606.4% | +61.8% | +544.6% | +387.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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