-10.9%
KTOS vs XHB
+161.2%
-172.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.4% |
| 7D | -2.4% | -4.6% | +2.3% | 0.0% |
| 30D | -26.8% | -9.1% | -17.7% | -23.2% |
| 3M | -20.6% | -8.6% | -12.0% | -17.3% |
| 6M | -47.5% | -4.0% | -43.5% | -46.6% |
| YTD | -38.5% | -3.9% | -34.6% | -37.6% |
| 1Y | -31.0% | -16.5% | -14.5% | -25.1% |
| 3Y | +216.5% | +22.6% | +194.0% | +175.9% |
| 5Y | +105.7% | +33.9% | +71.7% | +70.0% |
| 10Y | +615.0% | +213.0% | +402.0% | +299.2% |
| All | -10.9% | +161.2% | -172.1% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 all: compounded portfolio wealth divided by compounded XHB 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…
all analysis · Full analysis span regression · 6 months rolling