+220.4%
GDXJ vs KTOS
+100.3%
+120.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.6% |
| 3M | +24.1% | -20.6% | +44.6% | +29.1% |
| 6M | -7.4% | -47.5% | +40.1% | +3.2% |
| YTD | +10.2% | -38.5% | +48.7% | +18.0% |
| 1Y | +42.5% | -31.0% | +73.5% | +48.0% |
| 3Y | +285.7% | +216.5% | +69.2% | +188.3% |
| All | +220.4% | +100.3% | +120.1% | +139.7% |
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