+68.2%
KTOS vs HTZ
-90.1%
+158.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.0% | +5.8% | +1.4% |
| 7D | -2.3% | -2.5% | +0.1% | -2.1% |
| 30D | -20.7% | -3.7% | -16.9% | -20.8% |
| 3M | -16.5% | -57.0% | +40.5% | -10.5% |
| 6M | -44.6% | -47.0% | +2.4% | -42.6% |
| YTD | -36.5% | -57.5% | +21.0% | -32.7% |
| 1Y | -24.9% | -63.5% | +38.6% | -19.7% |
| 3Y | +227.9% | -86.3% | +314.2% | +286.5% |
| 5Y | +103.6% | -86.8% | +190.4% | +132.8% |
| All | +68.2% | -90.1% | +158.3% | +99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling