+7.7%
ISRG vs KTOS
+100.3%
-92.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.5% |
| 7D | +0.7% | -2.4% | +3.0% | +1.0% |
| 30D | -8.0% | -26.8% | +18.8% | -3.3% |
| 3M | -10.6% | -20.6% | +10.0% | -7.7% |
| 6M | -25.1% | -47.5% | +22.4% | -18.0% |
| YTD | -34.8% | -38.5% | +3.7% | -32.1% |
| 1Y | -19.0% | -31.0% | +12.0% | -19.4% |
| 3Y | +22.1% | +216.5% | -194.4% | -20.8% |
| All | +7.7% | +100.3% | -92.6% | -29.3% |
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