+123.5%
GLD vs KTOS
+216.1%
-92.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | -2.0% | -2.4% | +0.4% | -1.8% |
| 30D | -1.5% | -26.8% | +25.3% | +0.9% |
| 3M | +3.2% | -20.6% | +23.8% | +4.7% |
| 6M | -16.3% | -47.5% | +31.2% | -13.2% |
| YTD | +0.6% | -38.5% | +39.1% | +3.4% |
| 1Y | +19.1% | -31.0% | +50.1% | +21.6% |
| 3Y | +123.5% | +216.5% | -93.0% | +105.6% |
| All | +123.5% | +216.1% | -92.6% | +105.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling