+33.7%
GS vs KTOS
-29.4%
+63.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | -0.9% | -2.4% | +1.5% | -0.5% |
| 30D | -0.3% | -26.8% | +26.6% | +5.0% |
| 3M | -0.1% | -20.6% | +20.4% | +2.8% |
| 6M | +26.1% | -47.5% | +73.6% | +35.9% |
| YTD | +18.8% | -38.5% | +57.3% | +23.1% |
| 1Y | +33.7% | -31.0% | +64.7% | +38.9% |
| All | +33.7% | -29.4% | +63.1% | +38.9% |
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 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