+1,072.7%
KDP vs KTOS
+159.4%
+913.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | -3.7% | -2.4% | -1.3% | -3.6% |
| 30D | +6.2% | -26.8% | +33.0% | +7.7% |
| 3M | +1.2% | -20.6% | +21.8% | +2.1% |
| 6M | +15.3% | -47.5% | +62.8% | +18.4% |
| YTD | +14.8% | -38.5% | +53.3% | +16.2% |
| 1Y | +17.6% | -31.0% | +48.6% | +17.7% |
| 3Y | +2.1% | +216.5% | -214.4% | -8.1% |
| 5Y | +2.7% | +105.7% | -102.9% | -6.3% |
| 10Y | +173.8% | +615.0% | -441.3% | +127.1% |
| All | +1,072.7% | +159.4% | +913.3% | +873.5% |
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