+332.2%
APP vs KTOS
+100.3%
+231.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.6% | +3.2% |
| 7D | +1.1% | -2.4% | +3.4% | +2.0% |
| 30D | +6.6% | -26.8% | +33.5% | +19.5% |
| 3M | -32.3% | -20.6% | -11.7% | -27.5% |
| 6M | -29.8% | -47.5% | +17.7% | -13.4% |
| YTD | -51.9% | -38.5% | -13.4% | -45.5% |
| 1Y | -43.3% | -31.0% | -12.3% | -40.3% |
| 3Y | +664.1% | +216.5% | +447.5% | +268.3% |
| All | +332.2% | +100.3% | +231.9% | +136.2% |
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