-28.5%
AAL vs KTOS
-21.5%
-7.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.9% | +1.4% |
| 7D | -0.9% | -2.4% | +1.4% | -0.4% |
| 30D | -12.9% | -26.8% | +14.0% | -6.2% |
| 3M | -11.2% | -20.6% | +9.4% | -7.3% |
| 6M | +17.8% | -47.5% | +65.3% | +33.8% |
| YTD | -15.1% | -38.5% | +23.4% | -9.6% |
| 1Y | +0.5% | -31.0% | +31.5% | +2.3% |
| 3Y | -7.7% | +216.5% | -224.2% | -39.7% |
| 5Y | -31.3% | +105.7% | -137.0% | -51.8% |
| 10Y | -64.9% | +615.0% | -679.9% | -82.7% |
| All | -28.5% | -21.5% | -7.0% | -62.1% |
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