-3.6%
DASH vs KTOS
+101.5%
-105.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | -9.4% | -2.3% | -7.1% | -8.8% |
| 30D | -5.2% | -26.3% | +21.1% | +3.4% |
| 3M | +33.1% | -14.3% | +47.4% | +37.0% |
| 6M | +18.3% | -47.2% | +65.5% | +39.4% |
| YTD | -11.2% | -38.1% | +26.9% | -5.1% |
| 1Y | -21.9% | -28.4% | +6.5% | -22.5% |
| 3Y | +144.7% | +219.6% | -74.9% | +15.3% |
| All | -3.6% | +101.5% | -105.2% | -50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling