+99.6%
DE vs KTOS
+100.3%
-0.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.3% |
| 7D | -2.6% | -2.4% | -0.2% | -2.3% |
| 30D | +9.0% | -26.8% | +35.9% | +13.1% |
| 3M | +19.1% | -20.6% | +39.7% | +21.8% |
| 6M | +14.4% | -47.5% | +61.9% | +22.3% |
| YTD | +45.9% | -38.5% | +84.4% | +50.8% |
| 1Y | +43.6% | -31.0% | +74.6% | +44.0% |
| 3Y | +75.9% | +216.5% | -140.7% | +30.1% |
| All | +99.6% | +100.3% | -0.7% | +58.9% |
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