-53.5%
KTOS vs HRB
+16.1%
-69.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +4.4% | -16.7% | -12.2% |
| 7D | -12.7% | +16.0% | -28.7% | -12.5% |
| 30D | -14.4% | +32.1% | -46.5% | -14.2% |
| 3M | -30.7% | +21.5% | -52.2% | -30.5% |
| 6M | -41.9% | +82.1% | -124.0% | -40.9% |
| YTD | -52.6% | +31.6% | -84.2% | -50.4% |
| All | -53.5% | +16.1% | -69.6% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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