+216.5%
KTOS vs THC
+251.0%
-34.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -2.4% | -0.5% | -1.8% | -2.3% |
| 30D | -26.8% | -1.2% | -25.7% | -26.7% |
| 3M | -20.6% | +52.3% | -72.8% | -27.0% |
| 6M | -47.5% | +12.4% | -59.9% | -48.7% |
| YTD | -38.5% | +32.7% | -71.2% | -42.5% |
| 1Y | -31.0% | +36.4% | -67.4% | -36.1% |
| 3Y | +216.5% | +259.3% | -42.8% | +142.7% |
| All | +216.5% | +251.0% | -34.5% | +142.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling