-31.0%
KTOS vs HRB
-6.2%
-24.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.2% | -0.6% |
| 7D | -2.4% | -8.0% | +5.7% | -2.8% |
| 30D | -26.8% | -16.0% | -10.9% | -27.5% |
| 3M | -20.6% | +26.9% | -47.4% | -19.5% |
| 6M | -47.5% | +51.1% | -98.6% | -45.6% |
| YTD | -38.5% | +7.1% | -45.5% | -39.9% |
| 1Y | -31.0% | -9.6% | -21.4% | -41.3% |
| All | -31.0% | -6.2% | -24.8% | -41.3% |
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