+22.1%
ALNY vs KTOS
+216.1%
-194.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.5% |
| 7D | -6.5% | -2.4% | -4.2% | -6.4% |
| 30D | +11.0% | -26.8% | +37.9% | +14.1% |
| 3M | -14.1% | -20.6% | +6.5% | -12.4% |
| 6M | -22.4% | -47.5% | +25.1% | -18.4% |
| YTD | -37.5% | -38.5% | +1.0% | -35.9% |
| 1Y | -46.9% | -31.0% | -15.9% | -47.1% |
| 3Y | +22.1% | +216.5% | -194.5% | +5.7% |
| All | +22.1% | +216.1% | -194.0% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling