+1,082.3%
APH vs KTOS
+613.9%
+468.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.2% | +4.7% |
| 7D | +1.4% | -2.4% | +3.7% | +1.9% |
| 30D | -1.2% | -26.8% | +25.6% | +5.6% |
| 3M | +10.3% | -20.6% | +30.8% | +14.9% |
| 6M | +25.2% | -47.5% | +72.7% | +41.2% |
| YTD | +24.6% | -38.5% | +63.1% | +34.4% |
| 1Y | +41.4% | -31.0% | +72.4% | +46.7% |
| 3Y | +297.8% | +216.5% | +81.3% | +185.7% |
| 5Y | +366.0% | +105.7% | +260.3% | +252.0% |
| All | +1,082.3% | +613.9% | +468.4% | +658.5% |
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 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