+783.3%
AZN vs KTOS
-68.9%
+852.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -1.6% | -2.4% | +0.8% | -1.5% |
| 30D | +1.1% | -26.8% | +27.9% | +2.3% |
| 3M | -12.1% | -20.6% | +8.4% | -11.5% |
| 6M | -17.1% | -47.5% | +30.3% | -15.3% |
| YTD | -12.0% | -38.5% | +26.5% | -11.0% |
| 1Y | -0.2% | -31.0% | +30.8% | +0.1% |
| 3Y | +26.8% | +216.5% | -189.8% | +17.8% |
| 5Y | +56.9% | +105.7% | -48.8% | +47.1% |
| 10Y | +226.7% | +615.0% | -388.3% | +186.5% |
| All | +783.3% | -68.9% | +852.2% | +630.0% |
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