+1,548.9%
ALL vs KTOS
-68.9%
+1,617.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.8% |
| 7D | -2.3% | -2.4% | +0.1% | -2.1% |
| 30D | -0.4% | -26.8% | +26.4% | +2.1% |
| 3M | +16.0% | -20.6% | +36.6% | +17.7% |
| 6M | +24.6% | -47.5% | +72.1% | +29.9% |
| YTD | +23.7% | -38.5% | +62.2% | +26.0% |
| 1Y | +27.7% | -31.0% | +58.7% | +28.2% |
| 3Y | +150.2% | +216.5% | -66.3% | +116.4% |
| 5Y | +117.1% | +105.7% | +11.4% | +91.6% |
| 10Y | +365.1% | +615.0% | -249.9% | +262.3% |
| All | +1,548.9% | -68.9% | +1,617.7% | +1,234.5% |
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