+1,411.1%
ADM vs KTOS
-68.9%
+1,480.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | +2.5% | -2.4% | +4.9% | +2.7% |
| 30D | +9.5% | -26.8% | +36.3% | +11.8% |
| 3M | +10.6% | -20.6% | +31.2% | +12.0% |
| 6M | +24.0% | -47.5% | +71.5% | +28.6% |
| YTD | +54.0% | -38.5% | +92.4% | +57.0% |
| 1Y | +45.3% | -31.0% | +76.3% | +46.4% |
| 3Y | +21.8% | +216.5% | -194.8% | +8.4% |
| 5Y | +66.8% | +105.7% | -38.9% | +50.9% |
| 10Y | +177.1% | +615.0% | -437.9% | +128.4% |
| All | +1,411.1% | -68.9% | +1,480.0% | +1,092.9% |
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 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