+2,896.3%
KLAC vs KTOS
+613.9%
+2,282.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.1% |
| 7D | -2.7% | -2.4% | -0.3% | -2.1% |
| 30D | -13.2% | -26.8% | +13.7% | -5.9% |
| 3M | -25.0% | -20.6% | -4.4% | -21.1% |
| 6M | +23.6% | -47.5% | +71.1% | +42.6% |
| YTD | +49.2% | -38.5% | +87.7% | +61.8% |
| 1Y | +89.3% | -31.0% | +120.3% | +95.6% |
| 3Y | +274.4% | +216.5% | +57.8% | +138.6% |
| 5Y | +440.9% | +105.7% | +335.3% | +270.1% |
| All | +2,896.3% | +613.9% | +2,282.4% | +1,524.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling