+398.1%
KLAC vs KTOS
+101.0%
+297.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.9% | -8.3% | -6.9% |
| 7D | -8.9% | -0.5% | -8.4% | -8.8% |
| 30D | -16.9% | -26.3% | +9.4% | -10.6% |
| 3M | -33.5% | -17.6% | -15.9% | -30.9% |
| 6M | +19.5% | -45.6% | +65.1% | +35.3% |
| YTD | +39.7% | -37.3% | +77.0% | +49.6% |
| 1Y | +76.3% | -31.2% | +107.6% | +81.2% |
| 3Y | +260.8% | +223.2% | +37.6% | +126.9% |
| 5Y | +398.1% | +115.5% | +282.6% | +212.4% |
| All | +398.1% | +101.0% | +297.1% | +212.4% |
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