-5.4%
JD vs KTOS
-25.6%
+20.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +1.9% |
| 7D | -1.7% | -8.0% | +6.4% | -1.3% |
| 30D | -13.2% | -13.6% | +0.4% | -12.6% |
| 3M | -3.2% | -24.6% | +21.4% | -2.1% |
| 6M | +15.2% | -46.3% | +61.6% | +19.1% |
| YTD | +2.0% | -37.0% | +39.0% | +2.7% |
| 1Y | -5.4% | -24.8% | +19.4% | +10.1% |
| All | -5.4% | -25.6% | +20.3% | +10.1% |
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 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