-17.2%
DASH vs KTOS
-59.2%
+42.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -12.3% | +20.6% | +9.6% |
| 7D | +17.2% | -12.7% | +29.8% | +18.6% |
| 30D | +3.6% | -14.4% | +18.0% | +5.0% |
| 3M | -1.9% | -30.7% | +28.8% | +1.8% |
| 6M | +15.1% | -41.9% | +57.0% | +21.3% |
| YTD | -12.3% | -52.6% | +40.3% | -9.7% |
| 1Y | -17.2% | -60.1% | +42.9% | -10.0% |
| All | -17.2% | -59.2% | +42.0% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling