+80.6%
AGNC vs KTOS
+613.9%
-533.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -4.7% | -2.4% | -2.3% | -4.4% |
| 30D | -5.7% | -26.8% | +21.2% | -1.7% |
| 3M | +1.9% | -20.6% | +22.4% | +4.5% |
| 6M | +1.8% | -47.5% | +49.3% | +9.8% |
| YTD | +3.4% | -38.5% | +41.9% | +7.7% |
| 1Y | +13.6% | -31.0% | +44.6% | +15.0% |
| 3Y | +60.4% | +216.5% | -156.2% | +22.7% |
| 5Y | +27.0% | +105.7% | -78.7% | +0.4% |
| All | +80.6% | +613.9% | -533.3% | +32.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling