+84.2%
JNJ vs KTOS
+100.3%
-16.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.3% |
| 7D | -3.5% | -2.4% | -1.1% | -3.5% |
| 30D | +2.3% | -26.8% | +29.2% | +2.5% |
| 3M | +12.0% | -20.6% | +32.6% | +12.2% |
| 6M | +10.5% | -47.5% | +58.0% | +11.1% |
| YTD | +30.4% | -38.5% | +68.9% | +30.7% |
| 1Y | +52.1% | -31.0% | +83.1% | +51.9% |
| 3Y | +77.8% | +216.5% | -138.7% | +69.5% |
| All | +84.2% | +100.3% | -16.1% | +77.7% |
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