+16.1%
ADP vs KTOS
+216.1%
-200.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.0% |
| 7D | -2.8% | -2.4% | -0.4% | -2.7% |
| 30D | +0.2% | -26.8% | +27.1% | +1.3% |
| 3M | +20.5% | -20.6% | +41.1% | +21.4% |
| 6M | +28.8% | -47.5% | +76.3% | +32.2% |
| YTD | +6.6% | -38.5% | +45.1% | +7.7% |
| 1Y | -6.9% | -31.0% | +24.1% | -7.4% |
| 3Y | +16.1% | +216.5% | -200.4% | -4.4% |
| All | +16.1% | +216.1% | -200.0% | -4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling