+407.1%
APLD vs KTOS
+216.1%
+191.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.9% |
| 7D | +0.2% | -2.4% | +2.6% | +1.7% |
| 30D | -15.2% | -26.8% | +11.7% | +1.9% |
| 3M | -36.3% | -20.6% | -15.7% | -28.1% |
| 6M | -7.4% | -47.5% | +40.1% | +32.4% |
| YTD | +7.7% | -38.5% | +46.2% | +40.8% |
| 1Y | +53.8% | -31.0% | +84.8% | +79.9% |
| 3Y | +407.1% | +216.5% | +190.6% | +174.7% |
| All | +407.1% | +216.1% | +191.0% | +174.7% |
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 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