+41.4%
GS vs KTOS
-25.6%
+67.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.2% |
| 7D | +0.9% | -8.0% | +9.0% | +2.4% |
| 30D | -1.6% | -13.6% | +12.0% | +0.7% |
| 3M | -4.5% | -24.6% | +20.1% | -0.9% |
| 6M | +20.9% | -46.3% | +67.2% | +29.8% |
| YTD | +19.9% | -37.0% | +56.9% | +23.8% |
| 1Y | +41.4% | -24.8% | +66.2% | +44.4% |
| All | +41.4% | -25.6% | +67.0% | +44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling