+13,508.9%
GOOGL vs KTOS
-22.8%
+13,531.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.8% |
| 7D | 0.0% | -2.4% | +2.4% | +0.3% |
| 30D | -1.4% | -26.8% | +25.4% | +2.2% |
| 3M | -5.3% | -20.6% | +15.2% | -3.2% |
| 6M | +9.8% | -47.5% | +57.3% | +17.1% |
| YTD | +8.4% | -38.5% | +46.9% | +12.1% |
| 1Y | +41.2% | -31.0% | +72.2% | +42.8% |
| 3Y | +149.6% | +216.5% | -67.0% | +105.3% |
| 5Y | +142.6% | +105.7% | +36.9% | +105.2% |
| 10Y | +766.8% | +615.0% | +151.8% | +528.1% |
| All | +13,508.9% | -22.8% | +13,531.7% | +10,565.4% |
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