-27.5%
DOCN vs KTOS
+54.6%
-82.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.4% | -1.7% | -3.4% |
| 7D | +19.1% | -3.4% | +22.5% | +20.4% |
| 30D | -21.0% | -13.8% | -7.2% | -16.9% |
| 3M | -34.7% | -46.0% | +11.2% | -20.5% |
| 6M | -45.8% | -35.4% | -10.4% | -38.6% |
| YTD | +79.4% | -55.3% | +134.7% | +116.5% |
| 1Y | +91.0% | -52.7% | +143.7% | +124.9% |
| 3Y | +237.5% | +87.2% | +150.2% | +89.9% |
| All | -27.5% | +54.6% | -82.0% | -63.6% |
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