+396.9%
APP vs KTOS
+65.3%
+331.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.6% | +3.2% |
| 7D | +1.1% | -2.4% | +3.4% | +1.9% |
| 30D | +6.6% | -26.8% | +33.5% | +19.2% |
| 3M | -32.3% | -20.6% | -11.7% | -27.6% |
| 6M | -29.8% | -47.5% | +17.7% | -13.8% |
| YTD | -51.9% | -38.5% | -13.4% | -45.6% |
| 1Y | -43.3% | -31.0% | -12.3% | -40.3% |
| 3Y | +664.1% | +216.5% | +447.5% | +284.5% |
| 5Y | +318.7% | +105.7% | +213.0% | +126.0% |
| All | +396.9% | +65.3% | +331.6% | +172.8% |
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