+17.6%
ABNB vs KTOS
+98.1%
-80.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | -6.5% | -2.4% | -4.1% | -6.0% |
| 30D | -5.5% | -26.8% | +21.3% | +0.4% |
| 3M | +30.0% | -20.6% | +50.6% | +35.1% |
| 6M | +27.6% | -47.5% | +75.1% | +42.7% |
| YTD | +25.4% | -38.5% | +63.9% | +31.6% |
| 1Y | +38.3% | -31.0% | +69.3% | +37.9% |
| 3Y | +15.5% | +216.5% | -201.0% | -32.3% |
| 5Y | +3.0% | +105.7% | -102.7% | -35.8% |
| All | +17.6% | +98.1% | -80.5% | -28.5% |
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