+102.3%
DAL vs KTOS
+216.1%
-113.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.8% | +2.2% |
| 7D | -0.3% | -2.4% | +2.0% | 0.0% |
| 30D | -11.1% | -26.8% | +15.7% | -6.7% |
| 3M | -2.1% | -20.6% | +18.5% | +0.9% |
| 6M | +35.8% | -47.5% | +83.3% | +48.5% |
| YTD | +16.0% | -38.5% | +54.5% | +20.8% |
| 1Y | +33.7% | -31.0% | +64.7% | +33.3% |
| 3Y | +102.3% | +216.5% | -114.3% | +64.7% |
| All | +102.3% | +216.1% | -113.8% | +64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling