+97.5%
KTOS vs HDB
-34.5%
+132.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.9% | -7.5% | -2.5% |
| 7D | -2.4% | +0.7% | -3.1% | -2.6% |
| 30D | -26.8% | +1.0% | -27.8% | -27.2% |
| 3M | -20.6% | -2.0% | -18.6% | -21.0% |
| 6M | -47.5% | -18.1% | -29.4% | -45.0% |
| YTD | -38.5% | -36.1% | -2.4% | -31.6% |
| 1Y | -31.0% | -34.0% | +3.0% | -24.2% |
| 3Y | +216.5% | -26.7% | +243.2% | +230.5% |
| All | +97.5% | -34.5% | +132.0% | +112.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling