+851.8%
GLW vs KTOS
+613.9%
+237.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.1% |
| 7D | +7.8% | -2.4% | +10.2% | +8.4% |
| 30D | -0.4% | -26.8% | +26.4% | +6.3% |
| 3M | -5.6% | -20.6% | +15.0% | -1.7% |
| 6M | +26.7% | -47.5% | +74.2% | +42.2% |
| YTD | +91.0% | -38.5% | +129.5% | +102.7% |
| 1Y | +122.4% | -31.0% | +153.4% | +127.4% |
| 3Y | +471.0% | +216.5% | +254.5% | +291.7% |
| 5Y | +385.6% | +105.7% | +280.0% | +253.8% |
| All | +851.8% | +613.9% | +237.9% | +457.2% |
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