+416.0%
AAOI vs KTOS
+613.9%
-197.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.2% |
| 7D | -0.2% | -2.4% | +2.2% | +0.8% |
| 30D | -23.7% | -26.8% | +3.1% | -13.4% |
| 3M | -39.0% | -20.6% | -18.5% | -32.9% |
| 6M | -17.0% | -47.5% | +30.4% | +4.1% |
| YTD | +202.2% | -38.5% | +240.7% | +236.7% |
| 1Y | +292.4% | -31.0% | +323.4% | +313.8% |
| 3Y | +804.4% | +216.5% | +587.8% | +413.3% |
| 5Y | +1,318.0% | +105.7% | +1,212.4% | +780.4% |
| All | +416.0% | +613.9% | -197.9% | +115.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling