-24.8%
KTOS vs JHX
+56.2%
-81.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.1% | -1.9% |
| 7D | -8.0% | +1.5% | -9.6% | -8.8% |
| 30D | -13.6% | +7.2% | -20.7% | -16.7% |
| 3M | -24.6% | +29.9% | -54.5% | -34.6% |
| 6M | -46.3% | +35.4% | -81.7% | -55.2% |
| YTD | -37.0% | +46.5% | -83.5% | -51.5% |
| 1Y | -24.8% | +55.5% | -80.3% | -42.5% |
| All | -24.8% | +56.2% | -81.0% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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