+369.5%
ALAB vs KTOS
+174.2%
+195.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.6% |
| 7D | -6.2% | -2.4% | -3.8% | -5.4% |
| 30D | -8.7% | -26.8% | +18.2% | +2.9% |
| 3M | -20.7% | -20.6% | -0.2% | -14.8% |
| 6M | +133.5% | -47.5% | +181.0% | +193.1% |
| YTD | +75.1% | -38.5% | +113.5% | +104.4% |
| 1Y | +25.0% | -31.0% | +56.0% | +38.9% |
| All | +369.5% | +174.2% | +195.3% | +192.8% |
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