-24.8%
KTOS vs HIG
+5.1%
-29.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.9% |
| 7D | -8.0% | +0.3% | -8.3% | -8.0% |
| 30D | -13.6% | -3.2% | -10.4% | -14.0% |
| 3M | -24.6% | +9.1% | -33.7% | -23.7% |
| 6M | -46.3% | -1.8% | -44.6% | -46.3% |
| YTD | -37.0% | +1.8% | -38.8% | -35.9% |
| 1Y | -24.8% | +4.6% | -29.4% | -22.4% |
| All | -24.8% | +5.1% | -29.9% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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