+77.1%
JNJ vs KTOS
+223.7%
-146.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.3% |
| 7D | -3.2% | -0.5% | -2.7% | -3.2% |
| 30D | +2.8% | -26.3% | +29.1% | +2.6% |
| 3M | +11.1% | -17.6% | +28.7% | +11.1% |
| 6M | +11.4% | -45.6% | +57.1% | +11.3% |
| YTD | +30.8% | -37.3% | +68.1% | +30.8% |
| 1Y | +52.9% | -31.2% | +84.2% | +52.7% |
| 3Y | +77.1% | +223.2% | -146.1% | +68.3% |
| All | +77.1% | +223.7% | -146.6% | +68.3% |
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 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