+75.8%
GM vs KTOS
+100.3%
-24.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -2.4% | -2.4% | -0.1% | -2.1% |
| 30D | -1.1% | -26.8% | +25.7% | +4.0% |
| 3M | +6.1% | -20.6% | +26.7% | +9.4% |
| 6M | +15.0% | -47.5% | +62.5% | +25.9% |
| YTD | +6.0% | -38.5% | +44.5% | +10.8% |
| 1Y | +47.1% | -31.0% | +78.1% | +47.7% |
| 3Y | +170.5% | +216.5% | -46.0% | +85.0% |
| All | +75.8% | +100.3% | -24.5% | +24.6% |
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 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