+97.5%
KTOS vs JHX
-27.7%
+125.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -25.0% |
| 3M | -20.6% | +19.2% | -39.7% | -25.2% |
| 6M | -47.5% | +38.3% | -85.8% | -53.0% |
| YTD | -38.5% | +37.2% | -75.7% | -45.1% |
| 1Y | -31.0% | +42.3% | -73.3% | -39.1% |
| 3Y | +216.5% | -4.4% | +220.9% | +183.5% |
| All | +97.5% | -27.7% | +125.2% | +81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling