+273.7%
IR vs KTOS
+396.2%
-122.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -4.5% | -2.4% | -2.1% | -4.0% |
| 30D | -13.9% | -26.8% | +12.9% | -8.4% |
| 3M | -0.3% | -20.6% | +20.2% | +3.4% |
| 6M | -14.3% | -47.5% | +33.2% | -4.3% |
| YTD | -7.9% | -38.5% | +30.6% | -2.5% |
| 1Y | -9.9% | -31.0% | +21.1% | -8.4% |
| 3Y | +6.5% | +216.5% | -210.0% | -26.7% |
| 5Y | +34.0% | +105.7% | -71.7% | -2.7% |
| All | +273.7% | +396.2% | -122.5% | +134.4% |
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 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