+1,226.4%
JPM vs KTOS
-68.9%
+1,295.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.8% |
| 7D | -0.7% | -2.4% | +1.7% | -0.3% |
| 30D | -2.5% | -26.8% | +24.4% | +2.0% |
| 3M | +14.1% | -20.6% | +34.7% | +17.3% |
| 6M | +25.1% | -47.5% | +72.6% | +35.3% |
| YTD | +12.1% | -38.5% | +50.6% | +17.1% |
| 1Y | +18.8% | -31.0% | +49.8% | +20.8% |
| 3Y | +163.4% | +216.5% | -53.1% | +107.6% |
| 5Y | +156.5% | +105.7% | +50.9% | +109.4% |
| 10Y | +595.1% | +615.0% | -19.9% | +349.9% |
| All | +1,226.4% | -68.9% | +1,295.3% | +835.8% |
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