+108.2%
KMI vs KTOS
+234.0%
-125.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -1.7% | -2.4% | +0.6% | -1.4% |
| 30D | -2.7% | -26.8% | +24.1% | +1.9% |
| 3M | -0.7% | -20.6% | +19.9% | +2.1% |
| 6M | -5.0% | -47.5% | +42.5% | +3.0% |
| YTD | +15.5% | -38.5% | +54.0% | +19.9% |
| 1Y | +16.4% | -31.0% | +47.4% | +17.0% |
| 3Y | +114.2% | +216.5% | -102.4% | +58.6% |
| 5Y | +153.3% | +105.7% | +47.6% | +95.5% |
| 10Y | +132.4% | +615.0% | -482.6% | +35.0% |
| All | +108.2% | +234.0% | -125.8% | +26.9% |
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