+913.0%
JNJ vs KTOS
-68.3%
+981.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.2% |
| 7D | -3.2% | -0.5% | -2.7% | -3.2% |
| 30D | +2.8% | -26.3% | +29.1% | +3.7% |
| 3M | +11.1% | -17.6% | +28.7% | +11.6% |
| 6M | +11.4% | -45.6% | +57.1% | +13.1% |
| YTD | +30.8% | -37.3% | +68.1% | +31.7% |
| 1Y | +52.9% | -31.2% | +84.2% | +53.3% |
| 3Y | +77.1% | +223.2% | -146.1% | +67.9% |
| 5Y | +85.8% | +115.5% | -29.7% | +77.1% |
| 10Y | +196.6% | +620.9% | -424.3% | +170.3% |
| All | +913.0% | -68.3% | +981.3% | +758.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling