-24.8%
KTOS vs HBM
+123.0%
-147.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | -0.2% |
| 7D | -8.0% | -6.4% | -1.7% | -5.8% |
| 30D | -13.6% | +5.9% | -19.5% | -15.6% |
| 3M | -24.6% | -8.9% | -15.7% | -23.3% |
| 6M | -46.3% | +10.7% | -57.0% | -49.8% |
| YTD | -37.0% | +38.3% | -75.3% | -44.8% |
| 1Y | -24.8% | +121.3% | -146.1% | -25.9% |
| All | -24.8% | +123.0% | -147.8% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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