-18.4%
GRAB vs KTOS
+216.1%
-234.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | -10.8% | -2.4% | -8.5% | -10.5% |
| 30D | -15.5% | -26.8% | +11.3% | -11.3% |
| 3M | -9.0% | -20.6% | +11.6% | -6.2% |
| 6M | -21.6% | -47.5% | +25.9% | -14.0% |
| YTD | -38.9% | -38.5% | -0.4% | -36.6% |
| 1Y | -44.8% | -31.0% | -13.8% | -44.5% |
| 3Y | -18.4% | +216.5% | -235.0% | -36.7% |
| All | -18.4% | +216.1% | -234.6% | -36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling