+97.5%
KTOS vs PHM
+156.2%
-58.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.2% |
| 7D | -2.4% | -5.0% | +2.6% | -0.6% |
| 30D | -26.8% | -8.4% | -18.4% | -24.5% |
| 3M | -20.6% | -4.4% | -16.1% | -20.0% |
| 6M | -47.5% | -3.7% | -43.8% | -47.3% |
| YTD | -38.5% | +1.3% | -39.8% | -39.7% |
| 1Y | -31.0% | -14.0% | -17.0% | -28.5% |
| 3Y | +216.5% | +48.1% | +168.4% | +143.7% |
| All | +97.5% | +156.2% | -58.7% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling