+13.1%
GEV vs KTOS
-46.4%
+59.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +3.7% |
| 7D | +1.6% | -2.4% | +4.0% | +2.1% |
| 30D | -7.9% | -26.8% | +18.9% | -2.6% |
| 3M | +5.6% | -20.6% | +26.2% | +8.8% |
| 6M | +13.1% | -47.5% | +60.6% | +27.1% |
| All | +13.1% | -46.4% | +59.4% | +27.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling