+23.8%
BABA vs KTOS
+551.9%
-528.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.0% | +0.1% | -2.5% |
| 7D | -2.2% | -2.2% | 0.0% | -1.8% |
| 30D | -17.3% | -25.1% | +7.8% | -14.0% |
| 3M | -7.8% | -16.8% | +9.1% | -5.9% |
| 6M | -16.8% | -49.5% | +32.7% | -9.5% |
| YTD | -24.7% | -38.4% | +13.7% | -21.6% |
| 1Y | -24.9% | -27.6% | +2.7% | -24.5% |
| 3Y | +29.1% | +218.0% | -188.9% | -1.8% |
| 5Y | -30.5% | +100.1% | -130.6% | -44.7% |
| 10Y | +16.7% | +615.8% | -599.1% | -25.7% |
| All | +23.8% | +551.9% | -528.1% | -25.0% |
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