+606.4%
KTOS vs PHM
+568.1%
+38.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.3% |
| 7D | -2.4% | -5.0% | +2.6% | -0.4% |
| 30D | -26.8% | -8.4% | -18.4% | -24.3% |
| 3M | -20.6% | -4.4% | -16.1% | -19.9% |
| 6M | -47.5% | -3.7% | -43.8% | -47.2% |
| YTD | -38.5% | +1.3% | -39.8% | -39.7% |
| 1Y | -31.0% | -14.0% | -17.0% | -28.0% |
| 3Y | +216.5% | +48.1% | +168.4% | +146.9% |
| 5Y | +105.7% | +158.8% | -53.1% | +19.7% |
| All | +606.4% | +568.1% | +38.2% | +214.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling