+340.0%
INTC vs KTOS
-68.9%
+408.8%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.7% |
| 7D | +7.5% | -2.4% | +9.8% | +7.8% |
| 30D | +2.0% | -26.8% | +28.8% | +6.8% |
| 3M | -12.0% | -20.6% | +8.6% | -9.2% |
| 6M | +114.5% | -47.5% | +162.0% | +133.2% |
| YTD | +179.0% | -38.5% | +217.5% | +192.1% |
| 1Y | +318.3% | -31.0% | +349.3% | +327.5% |
| 3Y | +171.2% | +216.5% | -45.3% | +113.4% |
| 5Y | +107.6% | +105.7% | +1.9% | +70.4% |
| 10Y | +258.5% | +615.0% | -356.5% | +131.7% |
| All | +340.0% | -68.9% | +408.8% | +205.1% |
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