+239.1%
AG vs KTOS
+223.7%
+15.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.9% | -5.8% | -4.4% |
| 7D | -10.3% | -0.5% | -9.8% | -10.3% |
| 30D | -2.4% | -26.3% | +23.9% | +6.2% |
| 3M | +6.6% | -17.6% | +24.2% | +11.7% |
| 6M | -16.5% | -45.6% | +29.1% | -3.5% |
| YTD | +13.1% | -37.3% | +50.4% | +24.3% |
| 1Y | +78.7% | -31.2% | +110.0% | +91.1% |
| 3Y | +239.1% | +223.2% | +15.9% | +162.8% |
| All | +239.1% | +223.7% | +15.4% | +162.8% |
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 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