+340.4%
DAL vs KTOS
+272.9%
+67.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.2% | -0.8% |
| 7D | -0.6% | -2.3% | +1.7% | -0.2% |
| 30D | -13.5% | -26.3% | +12.8% | -7.6% |
| 3M | +2.6% | -14.3% | +16.9% | +5.0% |
| 6M | +32.7% | -47.2% | +79.9% | +49.2% |
| YTD | +13.6% | -38.1% | +51.7% | +20.9% |
| 1Y | +28.8% | -28.4% | +57.3% | +30.5% |
| 3Y | +98.2% | +219.6% | -121.4% | +37.2% |
| 5Y | +105.9% | +107.0% | -1.0% | +51.7% |
| 10Y | +133.5% | +619.4% | -486.0% | +28.2% |
| All | +340.4% | +272.9% | +67.6% | +123.0% |
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