+4.1%
DASH vs KTOS
+90.0%
-85.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -0.7% |
| 7D | -12.8% | -2.2% | -10.6% | -12.3% |
| 30D | -6.0% | -25.1% | +19.1% | +2.0% |
| 3M | +26.7% | -16.8% | +43.5% | +31.6% |
| 6M | +11.7% | -49.5% | +61.2% | +33.3% |
| YTD | -12.9% | -38.4% | +25.5% | -6.6% |
| 1Y | -23.1% | -27.6% | +4.5% | -23.7% |
| 3Y | +140.0% | +218.0% | -77.9% | +20.1% |
| 5Y | -5.1% | +100.1% | -105.1% | -47.7% |
| All | +4.1% | +90.0% | -85.9% | -43.7% |
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 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