+606.4%
KTOS vs HUBB
+446.9%
+159.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.6% |
| 7D | -2.4% | -0.1% | -2.3% | -2.3% |
| 30D | -26.8% | -10.0% | -16.9% | -22.3% |
| 3M | -20.6% | -1.6% | -19.0% | -20.6% |
| 6M | -47.5% | -3.1% | -44.4% | -47.7% |
| YTD | -38.5% | +4.6% | -43.1% | -41.3% |
| 1Y | -31.0% | +3.3% | -34.3% | -33.6% |
| 3Y | +216.5% | +46.6% | +170.0% | +141.2% |
| 5Y | +105.7% | +158.7% | -53.0% | +7.1% |
| All | +606.4% | +446.9% | +159.5% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 10y: compounded portfolio wealth divided by compounded HUBB 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…
10y analysis · Full analysis span regression · 6 months rolling