+30.4%
ANET vs KTOS
-29.4%
+59.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.6% | +6.2% | +5.7% |
| 7D | +3.0% | -2.4% | +5.4% | +3.5% |
| 30D | -5.2% | -26.8% | +21.7% | +0.5% |
| 3M | +27.6% | -20.6% | +48.2% | +32.1% |
| 6M | +44.4% | -47.5% | +91.9% | +60.3% |
| YTD | +52.3% | -38.5% | +90.8% | +55.6% |
| 1Y | +30.4% | -31.0% | +61.4% | +38.4% |
| All | +30.4% | -29.4% | +59.8% | +38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling