+357.7%
KTOS vs HBM
+589.9%
-232.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -2.4% | -3.3% | +0.9% | -1.7% |
| 30D | -26.8% | -4.8% | -22.0% | -26.2% |
| 3M | -20.6% | -0.4% | -20.1% | -21.0% |
| 6M | -47.5% | +17.9% | -65.4% | -50.1% |
| YTD | -38.5% | +33.7% | -72.2% | -43.4% |
| 1Y | -31.0% | +95.6% | -126.6% | -42.1% |
| 3Y | +216.5% | +458.1% | -241.6% | +99.7% |
| 5Y | +105.7% | +329.0% | -223.3% | +29.7% |
| 10Y | +615.0% | +588.2% | +26.8% | +234.9% |
| All | +357.7% | +589.9% | -232.1% | +57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling