+474.0%
KORU vs KTOS
+216.1%
+257.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.6% | +9.6% | +9.3% |
| 7D | -1.7% | -2.4% | +0.7% | -0.7% |
| 30D | +13.5% | -26.8% | +40.4% | +31.9% |
| 3M | -45.2% | -20.6% | -24.6% | -39.4% |
| 6M | +17.1% | -47.5% | +64.6% | +57.3% |
| YTD | +154.1% | -38.5% | +192.6% | +215.2% |
| 1Y | +375.7% | -31.0% | +406.7% | +451.9% |
| 3Y | +474.0% | +216.5% | +257.5% | +248.9% |
| All | +474.0% | +216.1% | +257.9% | +248.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling