-4.5%
AKAM vs KTOS
+100.3%
-104.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | +1.5% | -2.4% | +3.9% | +1.7% |
| 30D | -13.0% | -26.8% | +13.8% | -9.9% |
| 3M | -19.4% | -20.6% | +1.2% | -17.6% |
| 6M | +0.3% | -47.5% | +47.8% | +6.5% |
| YTD | +22.4% | -38.5% | +60.9% | +26.9% |
| 1Y | +34.8% | -31.0% | +65.8% | +37.2% |
| 3Y | +1.9% | +216.5% | -214.6% | -15.8% |
| All | -4.5% | +100.3% | -104.8% | -19.1% |
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