+316.4%
ARM vs KTOS
+217.6%
+98.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.4% |
| 7D | +5.0% | -2.4% | +7.4% | +5.8% |
| 30D | -2.6% | -26.8% | +24.2% | +7.0% |
| 3M | -22.6% | -20.6% | -2.1% | -17.8% |
| 6M | +120.5% | -47.5% | +168.0% | +159.9% |
| YTD | +142.2% | -38.5% | +180.7% | +158.3% |
| 1Y | +71.2% | -31.0% | +102.2% | +69.5% |
| All | +316.4% | +217.6% | +98.8% | +111.0% |
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