+431.5%
APLD vs KTOS
+142.3%
+289.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.5% | -5.5% | -5.3% |
| 7D | -0.5% | -2.3% | +1.8% | +1.0% |
| 30D | -13.2% | -26.3% | +13.1% | +4.9% |
| 3M | -33.8% | -14.3% | -19.5% | -28.3% |
| 6M | -5.9% | -47.2% | +41.3% | +35.9% |
| YTD | +5.1% | -38.1% | +43.2% | +37.2% |
| 1Y | +51.8% | -28.4% | +80.3% | +73.3% |
| 3Y | +397.7% | +219.6% | +178.1% | +94.3% |
| All | +431.5% | +142.3% | +289.3% | +105.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling