+489.1%
DDOG vs KTOS
+121.7%
+367.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | +3.9% | -2.4% | +6.3% | +4.4% |
| 30D | -8.2% | -26.8% | +18.7% | -1.7% |
| 3M | -5.6% | -20.6% | +15.0% | -1.5% |
| 6M | +73.5% | -47.5% | +121.0% | +96.2% |
| YTD | +62.7% | -38.5% | +101.2% | +70.8% |
| 1Y | +59.0% | -31.0% | +90.0% | +58.4% |
| 3Y | +117.1% | +216.5% | -99.4% | +29.9% |
| 5Y | +61.3% | +105.7% | -44.4% | +1.1% |
| All | +489.1% | +121.7% | +367.4% | +232.1% |
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