+6.6%
DASH vs KTOS
+89.8%
-83.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | -4.6% | -2.4% | -2.3% | -4.0% |
| 30D | -5.0% | -26.8% | +21.9% | +3.9% |
| 3M | +30.6% | -20.6% | +51.2% | +37.7% |
| 6M | +19.2% | -47.5% | +66.7% | +40.4% |
| YTD | -10.8% | -38.5% | +27.7% | -4.4% |
| 1Y | -22.4% | -31.0% | +8.6% | -21.6% |
| 3Y | +142.5% | +216.5% | -74.1% | +21.6% |
| 5Y | -4.0% | +105.7% | -109.7% | -47.5% |
| All | +6.6% | +89.8% | -83.2% | -42.3% |
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