-50.3%
DOCS vs KTOS
+78.1%
-128.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.6% |
| 7D | -1.4% | -8.0% | +6.6% | +0.8% |
| 30D | +21.8% | -13.6% | +35.4% | +26.4% |
| 3M | +27.3% | -24.6% | +51.9% | +35.6% |
| 6M | -0.3% | -46.3% | +46.0% | +15.0% |
| YTD | -40.5% | -37.0% | -3.5% | -37.8% |
| 1Y | -61.5% | -24.8% | -36.7% | -63.5% |
| 3Y | +8.2% | +195.0% | -186.8% | -43.7% |
| 5Y | -73.4% | +96.6% | -170.1% | -86.1% |
| All | -50.3% | +78.1% | -128.4% | -74.8% |
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