+853.9%
GLW vs KTOS
-68.9%
+922.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.1% |
| 7D | +7.8% | -2.4% | +10.2% | +8.3% |
| 30D | -0.4% | -26.8% | +26.4% | +5.4% |
| 3M | -5.6% | -20.6% | +15.0% | -2.2% |
| 6M | +26.7% | -47.5% | +74.2% | +40.0% |
| YTD | +91.0% | -38.5% | +129.5% | +101.7% |
| 1Y | +122.4% | -31.0% | +153.4% | +128.0% |
| 3Y | +471.0% | +216.5% | +254.5% | +325.9% |
| 5Y | +385.6% | +105.7% | +280.0% | +279.3% |
| 10Y | +856.1% | +615.0% | +241.1% | +457.3% |
| All | +853.9% | -68.9% | +922.7% | +633.7% |
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