+292.4%
C vs KTOS
+613.9%
-321.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | +0.8% | -2.4% | +3.2% | +1.3% |
| 30D | +0.9% | -26.8% | +27.7% | +8.0% |
| 3M | +1.1% | -20.6% | +21.6% | +5.3% |
| 6M | +28.4% | -47.5% | +75.9% | +44.8% |
| YTD | +20.8% | -38.5% | +59.3% | +28.6% |
| 1Y | +43.4% | -31.0% | +74.5% | +46.0% |
| 3Y | +274.9% | +216.5% | +58.3% | +147.0% |
| 5Y | +136.7% | +105.7% | +31.0% | +66.2% |
| All | +292.4% | +613.9% | -321.5% | +115.0% |
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 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