-5.3%
ADP vs KTOS
-25.6%
+20.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.1% |
| 7D | -3.4% | -8.0% | +4.6% | -3.5% |
| 30D | +2.8% | -13.6% | +16.4% | +2.6% |
| 3M | +20.9% | -24.6% | +45.5% | +21.2% |
| 6M | +29.9% | -46.3% | +76.2% | +30.8% |
| YTD | +9.6% | -37.0% | +46.6% | +10.0% |
| 1Y | -5.3% | -24.8% | +19.5% | -0.8% |
| All | -5.3% | -25.6% | +20.4% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling