+142.4%
GILD vs KTOS
+100.3%
+42.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | -0.7% |
| 7D | -4.8% | -2.4% | -2.5% | -4.7% |
| 30D | +5.8% | -26.8% | +32.6% | +7.1% |
| 3M | +14.9% | -20.6% | +35.5% | +15.8% |
| 6M | -0.4% | -47.5% | +47.1% | +1.7% |
| YTD | +18.5% | -38.5% | +57.0% | +19.3% |
| 1Y | +25.1% | -31.0% | +56.1% | +24.6% |
| 3Y | +105.9% | +216.5% | -110.6% | +81.9% |
| All | +142.4% | +100.3% | +42.1% | +119.5% |
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