+15.2%
BABA vs KTOS
+613.9%
-598.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | -3.5% | -2.4% | -1.1% | -3.1% |
| 30D | -12.7% | -26.8% | +14.1% | -8.7% |
| 3M | -3.0% | -20.6% | +17.6% | -0.3% |
| 6M | -19.1% | -47.5% | +28.4% | -12.3% |
| YTD | -24.7% | -38.5% | +13.7% | -21.6% |
| 1Y | -29.0% | -31.0% | +2.0% | -28.1% |
| 3Y | +30.9% | +216.5% | -185.6% | -2.6% |
| 5Y | -30.9% | +105.7% | -136.6% | -46.3% |
| All | +15.2% | +613.9% | -598.7% | -18.8% |
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