+504.9%
ABBV vs KTOS
+613.9%
-109.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | +0.3% | -2.4% | +2.6% | +0.4% |
| 30D | +3.4% | -26.8% | +30.2% | +5.4% |
| 3M | +15.2% | -20.6% | +35.8% | +16.6% |
| 6M | +14.7% | -47.5% | +62.2% | +19.0% |
| YTD | +15.2% | -38.5% | +53.7% | +17.1% |
| 1Y | +20.4% | -31.0% | +51.4% | +20.3% |
| 3Y | +91.3% | +216.5% | -125.2% | +61.1% |
| 5Y | +189.6% | +105.7% | +83.9% | +150.8% |
| All | +504.9% | +613.9% | -109.0% | +337.6% |
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