+179.3%
KO vs KTOS
+613.9%
-434.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | +0.2% | -2.4% | +2.6% | +0.4% |
| 30D | +1.8% | -26.8% | +28.7% | +3.9% |
| 3M | +7.7% | -20.6% | +28.2% | +9.0% |
| 6M | +15.3% | -47.5% | +62.7% | +19.7% |
| YTD | +28.0% | -38.5% | +66.5% | +30.1% |
| 1Y | +34.3% | -31.0% | +65.3% | +34.2% |
| 3Y | +63.8% | +216.5% | -152.8% | +37.3% |
| 5Y | +84.1% | +105.7% | -21.6% | +58.3% |
| All | +179.3% | +613.9% | -434.6% | +120.7% |
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