+953.9%
AXP vs KTOS
-68.8%
+1,022.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.7% | -0.9% |
| 7D | -2.5% | -2.2% | -0.3% | -2.2% |
| 30D | -5.0% | -25.1% | +20.1% | -1.6% |
| 3M | +1.4% | -16.8% | +18.2% | +3.2% |
| 6M | +6.0% | -49.5% | +55.5% | +14.1% |
| YTD | -12.3% | -38.4% | +26.1% | -8.9% |
| 1Y | +0.3% | -27.6% | +27.9% | +1.1% |
| 3Y | +111.7% | +218.0% | -106.3% | +72.9% |
| 5Y | +114.5% | +100.1% | +14.5% | +81.8% |
| 10Y | +467.1% | +615.8% | -148.7% | +303.0% |
| All | +953.9% | -68.8% | +1,022.8% | +670.3% |
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