+215.1%
GDXJ vs KTOS
+613.9%
-398.8%
-57.8%
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 | -2.8% | -2.4% | -0.4% | -2.4% |
| 30D | +5.0% | -26.8% | +31.8% | +10.3% |
| 3M | +24.1% | -20.6% | +44.6% | +28.3% |
| 6M | -7.4% | -47.5% | +40.1% | +1.4% |
| YTD | +10.2% | -38.5% | +48.7% | +16.8% |
| 1Y | +42.5% | -31.0% | +73.5% | +47.4% |
| 3Y | +285.7% | +216.5% | +69.2% | +210.9% |
| 5Y | +231.9% | +105.7% | +126.2% | +174.1% |
| All | +215.1% | +613.9% | -398.8% | +124.2% |
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 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