-7.0%
AA vs KTOS
-68.9%
+61.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -3.4% | -2.4% | -1.1% | -3.0% |
| 30D | -5.8% | -26.8% | +21.1% | -0.9% |
| 3M | -29.9% | -20.6% | -9.3% | -27.5% |
| 6M | -27.0% | -47.5% | +20.5% | -20.1% |
| YTD | -8.7% | -38.5% | +29.8% | -3.6% |
| 1Y | +50.6% | -31.0% | +81.6% | +55.4% |
| 3Y | +74.1% | +216.5% | -142.5% | +37.3% |
| 5Y | +2.6% | +105.7% | -103.1% | -15.1% |
| 10Y | +121.0% | +615.0% | -494.0% | +53.8% |
| All | -7.0% | -68.9% | +61.9% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KTOS.
Daily Out/Under-Performance
Portfolio return minus KTOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KTOS 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 KTOS 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