-13.7%
KMB vs KTOS
+100.3%
-114.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.3% |
| 7D | -6.5% | -2.4% | -4.1% | -6.5% |
| 30D | -8.8% | -26.8% | +18.0% | -8.9% |
| 3M | -2.2% | -20.6% | +18.4% | -2.2% |
| 6M | +0.7% | -47.5% | +48.1% | +0.6% |
| YTD | +1.0% | -38.5% | +39.5% | +0.9% |
| 1Y | -20.3% | -31.0% | +10.7% | -20.6% |
| 3Y | -13.3% | +216.5% | -229.8% | -16.9% |
| All | -13.7% | +100.3% | -114.0% | -17.4% |
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