+238.0%
GM vs KTOS
+339.2%
-101.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -2.4% | -2.4% | -0.1% | -2.0% |
| 30D | -1.1% | -26.8% | +25.7% | +5.3% |
| 3M | +6.1% | -20.6% | +26.7% | +10.2% |
| 6M | +15.0% | -47.5% | +62.5% | +28.5% |
| YTD | +6.0% | -38.5% | +44.5% | +12.3% |
| 1Y | +47.1% | -31.0% | +78.1% | +49.4% |
| 3Y | +170.5% | +216.5% | -46.0% | +85.3% |
| 5Y | +80.5% | +105.7% | -25.2% | +31.1% |
| 10Y | +238.7% | +615.0% | -376.3% | +80.3% |
| All | +238.0% | +339.2% | -101.2% | +111.9% |
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