+164.6%
DOCN vs KTOS
+88.3%
+76.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +3.0% |
| 7D | +1.1% | -8.0% | +9.2% | +3.6% |
| 30D | -9.6% | -13.6% | +4.0% | -5.8% |
| 3M | -37.7% | -24.6% | -13.1% | -33.0% |
| 6M | +115.2% | -46.3% | +161.6% | +151.1% |
| YTD | +133.7% | -37.0% | +170.7% | +151.4% |
| 1Y | +250.2% | -24.8% | +275.0% | +240.8% |
| 3Y | +320.3% | +195.0% | +125.3% | +119.1% |
| 5Y | +53.1% | +96.6% | -43.5% | -23.7% |
| All | +164.6% | +88.3% | +76.3% | +35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling