-3.7%
APA vs KTOS
+613.9%
-617.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.1% | +0.6% |
| 7D | +4.6% | -2.4% | +6.9% | +5.2% |
| 30D | +11.9% | -26.8% | +38.8% | +20.9% |
| 3M | +22.5% | -20.6% | +43.0% | +27.9% |
| 6M | +37.5% | -47.5% | +85.0% | +57.0% |
| YTD | +87.2% | -38.5% | +125.6% | +97.9% |
| 1Y | +101.4% | -31.0% | +132.4% | +101.1% |
| 3Y | +16.9% | +216.5% | -199.6% | -33.5% |
| 5Y | +178.4% | +105.7% | +72.8% | +74.3% |
| All | -3.7% | +613.9% | -617.6% | -47.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling