+1,708.0%
ASML vs KTOS
+613.9%
+1,094.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.3% | +0.8% |
| 7D | -1.0% | -2.4% | +1.4% | -0.5% |
| 30D | -6.2% | -26.8% | +20.7% | +0.1% |
| 3M | -10.5% | -20.6% | +10.1% | -6.8% |
| 6M | +22.9% | -47.5% | +70.4% | +38.0% |
| YTD | +59.5% | -38.5% | +98.0% | +70.1% |
| 1Y | +112.6% | -31.0% | +143.6% | +117.9% |
| 3Y | +177.4% | +216.5% | -39.2% | +91.1% |
| 5Y | +107.3% | +105.7% | +1.6% | +50.2% |
| All | +1,708.0% | +613.9% | +1,094.0% | +1,097.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling