-26.2%
DT vs KTOS
+100.3%
-126.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -1.6% | -2.4% | +0.8% | -1.2% |
| 30D | +3.0% | -26.8% | +29.9% | +9.4% |
| 3M | +26.5% | -20.6% | +47.1% | +31.3% |
| 6M | +35.9% | -47.5% | +83.4% | +51.6% |
| YTD | +17.8% | -38.5% | +56.3% | +23.4% |
| 1Y | +4.1% | -31.0% | +35.1% | +4.2% |
| 3Y | +5.3% | +216.5% | -211.2% | -36.5% |
| All | -26.2% | +100.3% | -126.5% | -52.3% |
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