-34.0%
C vs KTOS
-68.7%
+34.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +0.3% | -2.3% | +2.6% | +0.6% |
| 30D | +2.0% | -26.3% | +28.3% | +7.0% |
| 3M | +4.4% | -14.3% | +18.7% | +6.2% |
| 6M | +28.3% | -47.2% | +75.5% | +39.6% |
| YTD | +20.5% | -38.1% | +58.6% | +26.3% |
| 1Y | +45.5% | -28.4% | +74.0% | +47.7% |
| 3Y | +274.0% | +219.6% | +54.4% | +190.6% |
| 5Y | +136.1% | +107.0% | +29.2% | +91.0% |
| 10Y | +296.7% | +619.4% | -322.8% | +155.3% |
| All | -34.0% | -68.7% | +34.6% | -54.6% |
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