+1,939.6%
GS vs KTOS
-68.9%
+2,008.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.7% |
| 3M | -0.1% | -20.6% | +20.4% | +3.1% |
| 6M | +26.1% | -47.5% | +73.6% | +37.7% |
| YTD | +18.8% | -38.5% | +57.3% | +25.1% |
| 1Y | +33.7% | -31.0% | +64.7% | +37.0% |
| 3Y | +238.9% | +216.5% | +22.4% | +165.9% |
| 5Y | +187.9% | +105.7% | +82.3% | +134.9% |
| 10Y | +650.8% | +615.0% | +35.8% | +383.3% |
| All | +1,939.6% | -68.9% | +2,008.5% | +1,440.6% |
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