+118.6%
DVN vs KTOS
+100.3%
+18.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | +4.5% | -2.4% | +6.9% | +4.8% |
| 30D | +12.0% | -26.8% | +38.8% | +16.2% |
| 3M | +13.4% | -20.6% | +34.0% | +16.0% |
| 6M | +12.1% | -47.5% | +59.6% | +20.9% |
| YTD | +38.8% | -38.5% | +77.3% | +42.0% |
| 1Y | +46.0% | -31.0% | +77.0% | +43.8% |
| 3Y | +9.5% | +216.5% | -207.0% | -28.1% |
| All | +118.6% | +100.3% | +18.3% | +75.2% |
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