-7.0%
JD vs KTOS
+216.1%
-223.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +0.2% |
| 7D | -4.2% | -2.4% | -1.9% | -4.0% |
| 30D | -14.4% | -26.8% | +12.4% | -12.1% |
| 3M | -3.6% | -20.6% | +17.0% | -1.9% |
| 6M | -0.3% | -47.5% | +47.2% | +5.2% |
| YTD | -2.4% | -38.5% | +36.1% | -0.2% |
| 1Y | -18.5% | -31.0% | +12.5% | -18.7% |
| 3Y | -7.0% | +216.5% | -223.6% | -29.9% |
| All | -7.0% | +216.1% | -223.1% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling