+147.5%
GE vs KTOS
+613.9%
-466.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | 0.0% |
| 7D | -4.0% | -2.4% | -1.6% | -3.4% |
| 30D | -11.4% | -26.8% | +15.4% | -4.8% |
| 3M | -2.6% | -20.6% | +18.0% | +1.9% |
| 6M | -0.3% | -47.5% | +47.2% | +13.3% |
| YTD | +5.4% | -38.5% | +43.9% | +12.7% |
| 1Y | +15.5% | -31.0% | +46.5% | +18.4% |
| 3Y | +260.8% | +216.5% | +44.2% | +142.0% |
| 5Y | +421.6% | +105.7% | +316.0% | +272.8% |
| All | +147.5% | +613.9% | -466.4% | +48.3% |
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