-60.1%
KTOS vs THC
+46.1%
-106.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +9.6% | -21.9% | -11.9% |
| 7D | -12.7% | +8.8% | -21.5% | -12.3% |
| 30D | -14.4% | +12.6% | -27.1% | -14.1% |
| 3M | -30.7% | +15.4% | -46.0% | -30.5% |
| 6M | -41.9% | +57.7% | -99.6% | -42.4% |
| YTD | -52.6% | +47.1% | -99.7% | -52.9% |
| 1Y | -60.1% | +40.7% | -100.8% | -59.6% |
| All | -60.1% | +46.1% | -106.3% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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