-24.8%
KTOS vs HDB
-34.6%
+9.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -8.0% | +0.4% | -8.5% | -8.1% |
| 30D | -13.6% | -2.8% | -10.8% | -13.3% |
| 3M | -24.6% | -3.5% | -21.0% | -25.3% |
| 6M | -46.3% | -24.7% | -21.6% | -50.8% |
| YTD | -37.0% | -36.6% | -0.4% | -48.2% |
| 1Y | -24.8% | -34.4% | +9.6% | -36.0% |
| All | -24.8% | -34.6% | +9.8% | -36.0% |
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