+158.3%
APA vs KTOS
+100.3%
+58.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.1% | +0.6% |
| 7D | +4.6% | -2.4% | +6.9% | +5.0% |
| 30D | +11.9% | -26.8% | +38.8% | +17.7% |
| 3M | +22.5% | -20.6% | +43.0% | +26.3% |
| 6M | +37.5% | -47.5% | +85.0% | +51.5% |
| YTD | +87.2% | -38.5% | +125.6% | +94.3% |
| 1Y | +101.4% | -31.0% | +132.4% | +99.8% |
| 3Y | +16.9% | +216.5% | -199.6% | -26.5% |
| All | +158.3% | +100.3% | +58.0% | +102.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling