-60.1%
KTOS vs PHM
+16.2%
-76.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +7.2% | -19.4% | -14.0% |
| 7D | -12.7% | +13.6% | -26.2% | -16.2% |
| 30D | -14.4% | +19.3% | -33.7% | -19.4% |
| 3M | -30.7% | +3.5% | -34.2% | -31.6% |
| 6M | -41.9% | +18.6% | -60.5% | -46.8% |
| YTD | -52.6% | +16.7% | -69.3% | -58.8% |
| 1Y | -60.1% | +14.6% | -74.8% | -66.1% |
| All | -60.1% | +16.2% | -76.3% | -66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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