-2.9%
ADSK vs KTOS
+216.1%
-219.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.4% |
| 7D | -2.5% | -2.4% | -0.2% | -2.4% |
| 30D | -14.9% | -26.8% | +12.0% | -13.1% |
| 3M | +3.3% | -20.6% | +23.9% | +4.8% |
| 6M | -15.7% | -47.5% | +31.8% | -12.1% |
| YTD | -28.2% | -38.5% | +10.2% | -27.3% |
| 1Y | -34.5% | -31.0% | -3.5% | -35.3% |
| 3Y | -2.9% | +216.5% | -219.4% | -27.1% |
| All | -2.9% | +216.1% | -219.0% | -27.1% |
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