+26.4%
AGNC vs KTOS
+100.3%
-73.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.1% |
| 3M | +1.9% | -20.6% | +22.4% | +4.3% |
| 6M | +1.8% | -47.5% | +49.3% | +9.2% |
| YTD | +3.4% | -38.5% | +41.9% | +7.4% |
| 1Y | +13.6% | -31.0% | +44.6% | +14.5% |
| 3Y | +60.4% | +216.5% | -156.2% | +18.3% |
| All | +26.4% | +100.3% | -73.9% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling