-24.8%
KTOS vs HRB
+1.1%
-25.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | -0.8% |
| 7D | -8.0% | -5.7% | -2.4% | -8.3% |
| 30D | -13.6% | +7.9% | -21.5% | -13.0% |
| 3M | -24.6% | +32.1% | -56.7% | -23.4% |
| 6M | -46.3% | +62.2% | -108.6% | -44.3% |
| YTD | -37.0% | +16.4% | -53.4% | -37.7% |
| 1Y | -24.8% | -0.3% | -24.5% | -33.4% |
| All | -24.8% | +1.1% | -25.9% | -33.4% |
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