+606.4%
KTOS vs JHX
+106.3%
+500.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | -2.4% | -6.3% | +4.0% | -0.3% |
| 30D | -26.8% | -7.7% | -19.1% | -24.9% |
| 3M | -20.6% | +19.2% | -39.7% | -25.3% |
| 6M | -47.5% | +38.3% | -85.8% | -53.1% |
| YTD | -38.5% | +37.2% | -75.7% | -45.2% |
| 1Y | -31.0% | +42.3% | -73.3% | -39.2% |
| 3Y | +216.5% | -4.4% | +220.9% | +187.9% |
| 5Y | +105.7% | -26.4% | +132.1% | +97.5% |
| All | +606.4% | +106.3% | +500.1% | +358.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling