-92.4%
KTOS vs HAS
+721.0%
-813.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.1% |
| 7D | -2.3% | -3.1% | +0.7% | -1.3% |
| 30D | -26.3% | -6.4% | -19.9% | -24.7% |
| 3M | -14.3% | +10.4% | -24.7% | -17.6% |
| 6M | -47.2% | -3.7% | -43.5% | -47.1% |
| YTD | -38.1% | +12.5% | -50.6% | -41.6% |
| 1Y | -28.4% | +19.8% | -48.3% | -34.1% |
| 3Y | +219.6% | +46.0% | +173.6% | +164.5% |
| 5Y | +107.0% | +12.5% | +94.5% | +84.2% |
| 10Y | +619.4% | +58.1% | +561.4% | +437.3% |
| All | -92.4% | +721.0% | -813.4% | -97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling