+303.8%
GIS vs KTOS
-68.9%
+372.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.3% |
| 7D | -6.4% | -2.4% | -4.0% | -6.3% |
| 30D | -6.1% | -26.8% | +20.7% | -5.5% |
| 3M | +7.8% | -20.6% | +28.4% | +8.3% |
| 6M | -8.8% | -47.5% | +38.7% | -7.7% |
| YTD | -19.1% | -38.5% | +19.4% | -18.6% |
| 1Y | -24.8% | -31.0% | +6.2% | -24.7% |
| 3Y | -37.6% | +216.5% | -254.1% | -40.2% |
| 5Y | -25.4% | +105.7% | -131.1% | -28.2% |
| 10Y | -19.6% | +615.0% | -634.6% | -26.2% |
| All | +303.8% | -68.9% | +372.7% | +261.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling