+87.1%
DOCN vs KTOS
+100.1%
-13.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | +19.8% | -2.3% | +22.1% | +20.6% |
| 30D | +8.4% | -26.3% | +34.7% | +18.8% |
| 3M | -23.6% | -14.3% | -9.3% | -20.7% |
| 6M | +111.3% | -47.2% | +158.5% | +149.7% |
| YTD | +172.3% | -38.1% | +210.5% | +194.7% |
| 1Y | +283.3% | -28.4% | +311.7% | +277.4% |
| 3Y | +388.1% | +219.6% | +168.5% | +129.1% |
| 5Y | +87.1% | +107.0% | -19.8% | -13.8% |
| All | +87.1% | +100.1% | -13.0% | -13.8% |
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