+96.2%
AGG vs KTOS
-61.6%
+157.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | -1.1% | -2.4% | +1.3% | -1.0% |
| 30D | -1.1% | -26.8% | +25.7% | -1.1% |
| 3M | -1.9% | -20.6% | +18.6% | -1.9% |
| 6M | -1.7% | -47.5% | +45.8% | -1.7% |
| YTD | -1.3% | -38.5% | +37.2% | -1.3% |
| 1Y | -0.7% | -31.0% | +30.3% | -0.7% |
| 3Y | +12.5% | +216.5% | -204.1% | +12.4% |
| 5Y | -2.5% | +105.7% | -108.2% | -2.6% |
| 10Y | +14.2% | +615.0% | -600.8% | +15.0% |
| All | +96.2% | -61.6% | +157.8% | +98.7% |
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