+340.5%
JCI vs KTOS
+613.9%
-273.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.9% | +2.3% |
| 7D | +0.7% | -2.4% | +3.1% | +1.1% |
| 30D | -4.4% | -26.8% | +22.4% | +0.5% |
| 3M | +1.7% | -20.6% | +22.2% | +4.8% |
| 6M | +8.8% | -47.5% | +56.3% | +18.9% |
| YTD | +22.6% | -38.5% | +61.1% | +27.7% |
| 1Y | +36.2% | -31.0% | +67.2% | +36.5% |
| 3Y | +168.0% | +216.5% | -48.5% | +93.2% |
| 5Y | +113.5% | +105.7% | +7.8% | +60.5% |
| All | +340.5% | +613.9% | -273.5% | +186.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling