+297.8%
APH vs KTOS
+216.1%
+81.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +41.4% |
| YTD | +24.6% | -38.5% | +63.1% | +35.1% |
| 1Y | +41.4% | -31.0% | +72.4% | +46.9% |
| 3Y | +297.8% | +216.5% | +81.3% | +210.2% |
| All | +297.8% | +216.1% | +81.7% | +210.2% |
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 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