+409.0%
AG vs KTOS
+98.7%
+310.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.8% |
| 7D | -6.7% | -2.4% | -4.4% | -6.3% |
| 30D | +2.2% | -26.8% | +29.0% | +8.6% |
| 3M | +15.7% | -20.6% | +36.3% | +20.6% |
| 6M | -23.8% | -47.5% | +23.7% | -14.5% |
| YTD | +17.6% | -38.5% | +56.1% | +27.1% |
| 1Y | +88.6% | -31.0% | +119.6% | +98.0% |
| 3Y | +253.4% | +216.5% | +36.9% | +172.3% |
| 5Y | +62.4% | +105.7% | -43.2% | +31.1% |
| 10Y | +61.2% | +615.0% | -553.8% | -4.8% |
| All | +409.0% | +98.7% | +310.3% | +230.4% |
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 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