-28.0%
JOBY vs KTOS
+100.3%
-128.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.6% |
| 7D | -5.2% | -2.4% | -2.8% | -4.0% |
| 30D | -19.7% | -26.8% | +7.1% | -6.3% |
| 3M | -31.7% | -20.6% | -11.2% | -24.1% |
| 6M | -37.5% | -47.5% | +10.0% | -16.1% |
| YTD | -51.6% | -38.5% | -13.1% | -41.5% |
| 1Y | -53.3% | -31.0% | -22.3% | -47.4% |
| 3Y | -12.2% | +216.5% | -228.8% | -57.2% |
| All | -28.0% | +100.3% | -128.3% | -53.2% |
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