-56.9%
KTOS vs HDB
-31.7%
-25.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.5% | -8.7% | -7.3% |
| 7D | -23.4% | +13.3% | -36.7% | -24.6% |
| 30D | -23.6% | +10.2% | -33.8% | -24.4% |
| 3M | -39.7% | +3.6% | -43.2% | -39.6% |
| 6M | -43.7% | -0.5% | -43.2% | -44.2% |
| YTD | -56.0% | -32.4% | -23.6% | -62.6% |
| 1Y | -56.9% | -31.1% | -25.8% | -64.0% |
| All | -56.9% | -31.7% | -25.2% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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