+151.4%
ADBE vs KTOS
+613.9%
-462.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.5% |
| 7D | -5.4% | -2.4% | -3.0% | -5.0% |
| 30D | -2.5% | -26.8% | +24.3% | +2.4% |
| 3M | +15.3% | -20.6% | +35.8% | +18.7% |
| 6M | -7.8% | -47.5% | +39.6% | +0.8% |
| YTD | -27.9% | -38.5% | +10.6% | -25.4% |
| 1Y | -28.0% | -31.0% | +3.0% | -28.2% |
| 3Y | -55.3% | +216.5% | -271.9% | -69.5% |
| 5Y | -61.7% | +105.7% | -167.4% | -72.5% |
| All | +151.4% | +613.9% | -462.5% | +48.9% |
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