+4,404.4%
DELL vs KTOS
+613.9%
+3,790.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.6% | +12.6% | +12.1% |
| 7D | +8.2% | -2.4% | +10.6% | +8.7% |
| 30D | +17.1% | -26.8% | +43.9% | +24.4% |
| 3M | +45.2% | -20.6% | +65.7% | +51.0% |
| 6M | +286.8% | -47.5% | +334.3% | +330.3% |
| YTD | +354.8% | -38.5% | +393.3% | +377.0% |
| 1Y | +358.3% | -31.0% | +389.3% | +365.4% |
| 3Y | +724.9% | +216.5% | +508.4% | +486.9% |
| 5Y | +1,193.7% | +105.7% | +1,088.0% | +868.3% |
| All | +4,404.4% | +613.9% | +3,790.5% | +2,762.9% |
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 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