+57.9%
DLR vs KTOS
+216.1%
-158.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.8% |
| 7D | +0.1% | -2.4% | +2.5% | +0.3% |
| 30D | -4.3% | -26.8% | +22.5% | -1.6% |
| 3M | +3.8% | -20.6% | +24.4% | +5.8% |
| 6M | +5.8% | -47.5% | +53.3% | +12.0% |
| YTD | +23.5% | -38.5% | +62.0% | +26.8% |
| 1Y | +11.1% | -31.0% | +42.1% | +11.3% |
| 3Y | +57.9% | +216.5% | -158.7% | +24.5% |
| All | +57.9% | +216.1% | -158.2% | +24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling