+296.0%
GDX vs KTOS
+613.9%
-317.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | -2.2% | -2.4% | +0.2% | -1.9% |
| 30D | +6.8% | -26.8% | +33.6% | +10.8% |
| 3M | +24.9% | -20.6% | +45.5% | +28.0% |
| 6M | -4.2% | -47.5% | +43.3% | +2.2% |
| YTD | +13.2% | -38.5% | +51.7% | +18.1% |
| 1Y | +40.2% | -31.0% | +71.2% | +43.8% |
| 3Y | +249.6% | +216.5% | +33.1% | +203.3% |
| 5Y | +230.4% | +105.7% | +124.7% | +189.6% |
| All | +296.0% | +613.9% | -317.9% | +211.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling