+35.8%
IR vs KTOS
+100.3%
-64.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -4.5% | -2.4% | -2.1% | -4.1% |
| 30D | -13.9% | -26.8% | +12.9% | -9.3% |
| 3M | -0.3% | -20.6% | +20.2% | +2.9% |
| 6M | -14.3% | -47.5% | +33.2% | -5.9% |
| YTD | -7.9% | -38.5% | +30.6% | -3.5% |
| 1Y | -9.9% | -31.0% | +21.1% | -9.0% |
| 3Y | +6.5% | +216.5% | -210.0% | -24.1% |
| All | +35.8% | +100.3% | -64.5% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling