+97.5%
KTOS vs HTZ
-87.1%
+184.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -2.4% | -11.3% | +8.9% | -1.0% |
| 30D | -26.8% | -27.1% | +0.3% | -24.4% |
| 3M | -20.6% | -59.5% | +39.0% | -14.3% |
| 6M | -47.5% | -50.5% | +3.0% | -45.2% |
| YTD | -38.5% | -60.3% | +21.8% | -34.4% |
| 1Y | -31.0% | -67.1% | +36.1% | -25.4% |
| 3Y | +216.5% | -87.4% | +304.0% | +280.2% |
| All | +97.5% | -87.1% | +184.6% | +145.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 5y: compounded portfolio wealth divided by compounded HTZ 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…
5y analysis · Full analysis span regression · 6 months rolling