-3.5%
IR vs KTOS
-25.6%
+22.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.3% |
| 7D | -2.8% | -8.0% | +5.2% | -1.9% |
| 30D | -15.1% | -13.6% | -1.5% | -13.8% |
| 3M | +6.1% | -24.6% | +30.6% | +9.2% |
| 6M | -16.8% | -46.3% | +29.5% | -12.1% |
| YTD | -3.5% | -37.0% | +33.5% | -2.1% |
| 1Y | -3.5% | -24.8% | +21.3% | -0.4% |
| All | -3.5% | -25.6% | +22.1% | -0.4% |
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