-38.7%
AKAM vs KTOS
-68.9%
+30.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | +1.5% | -2.4% | +3.9% | +2.0% |
| 30D | -13.0% | -26.8% | +13.8% | -6.6% |
| 3M | -19.4% | -20.6% | +1.2% | -15.7% |
| 6M | +0.3% | -47.5% | +47.8% | +13.4% |
| YTD | +22.4% | -38.5% | +60.9% | +30.9% |
| 1Y | +34.8% | -31.0% | +65.8% | +38.2% |
| 3Y | +1.9% | +216.5% | -214.6% | -31.5% |
| 5Y | -4.6% | +105.7% | -110.3% | -32.3% |
| 10Y | +103.4% | +615.0% | -511.6% | -9.5% |
| All | -38.7% | -68.9% | +30.2% | -52.7% |
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