+282.3%
B vs KTOS
-68.9%
+351.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.5% |
| 7D | -2.4% | -2.4% | 0.0% | -2.3% |
| 30D | +6.3% | -26.8% | +33.2% | +7.5% |
| 3M | +12.1% | -20.6% | +32.7% | +12.9% |
| 6M | -3.1% | -47.5% | +44.4% | -1.3% |
| YTD | +2.0% | -38.5% | +40.5% | +3.2% |
| 1Y | +51.7% | -31.0% | +82.7% | +52.9% |
| 3Y | +190.5% | +216.5% | -26.0% | +180.2% |
| 5Y | +158.0% | +105.7% | +52.3% | +149.7% |
| 10Y | +205.5% | +615.0% | -409.5% | +188.9% |
| All | +282.3% | -68.9% | +351.2% | +231.4% |
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