-23.2%
KTOS vs HDB
+3,839.1%
-3,862.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.9% | -7.5% | -2.4% |
| 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% | -20.8% |
| 6M | -47.5% | -18.1% | -29.4% | -45.0% |
| YTD | -38.5% | -36.1% | -2.4% | -31.7% |
| 1Y | -31.0% | -34.0% | +3.0% | -24.2% |
| 3Y | +216.5% | -26.7% | +243.2% | +234.1% |
| 5Y | +105.7% | -33.9% | +139.6% | +120.3% |
| 10Y | +615.0% | +41.4% | +573.6% | +519.5% |
| All | -23.2% | +3,839.1% | -3,862.3% | -73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling