+189.3%
DOCN vs KTOS
+83.9%
+105.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.6% | -5.6% | -6.0% |
| 7D | +9.3% | -2.4% | +11.7% | +10.1% |
| 30D | -7.8% | -26.8% | +19.0% | +0.9% |
| 3M | -29.6% | -20.6% | -9.1% | -25.4% |
| 6M | +79.0% | -47.5% | +126.5% | +110.5% |
| YTD | +155.5% | -38.5% | +194.0% | +176.7% |
| 1Y | +236.3% | -31.0% | +267.3% | +237.2% |
| 3Y | +372.0% | +216.5% | +155.4% | +137.9% |
| 5Y | +75.6% | +105.7% | -30.1% | -12.6% |
| All | +189.3% | +83.9% | +105.4% | +49.4% |
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