+1,472.1%
AXTI vs KTOS
+613.9%
+858.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | +5.1% | -2.4% | +7.4% | +5.9% |
| 30D | -17.5% | -26.8% | +9.4% | -8.9% |
| 3M | -26.7% | -20.6% | -6.1% | -20.8% |
| 6M | +36.8% | -47.5% | +84.3% | +62.2% |
| YTD | +296.1% | -38.5% | +334.6% | +328.2% |
| 1Y | +1,810.6% | -31.0% | +1,841.6% | +1,875.9% |
| 3Y | +2,587.6% | +216.5% | +2,371.0% | +1,518.8% |
| 5Y | +601.7% | +105.7% | +496.1% | +361.3% |
| All | +1,472.1% | +613.9% | +858.2% | +792.7% |
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