+2,729.0%
DXCM vs KTOS
-26.4%
+2,755.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.1% | -1.6% |
| 7D | -5.5% | -2.4% | -3.2% | -5.2% |
| 30D | -8.6% | -26.8% | +18.3% | -3.6% |
| 3M | +10.3% | -20.6% | +30.9% | +13.8% |
| 6M | +25.2% | -47.5% | +72.7% | +37.3% |
| YTD | +25.1% | -38.5% | +63.6% | +31.3% |
| 1Y | +9.2% | -31.0% | +40.3% | +10.9% |
| 3Y | -22.6% | +216.5% | -239.2% | -43.7% |
| 5Y | -39.5% | +105.7% | -145.2% | -53.6% |
| 10Y | +257.3% | +615.0% | -357.7% | +107.4% |
| All | +2,729.0% | -26.4% | +2,755.3% | +1,666.2% |
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 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