+37.7%
KR vs KTOS
+216.1%
-178.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.7% |
| 7D | -0.2% | -2.4% | +2.2% | -0.2% |
| 30D | +5.1% | -26.8% | +31.9% | +4.7% |
| 3M | -8.2% | -20.6% | +12.4% | -8.2% |
| 6M | -18.0% | -47.5% | +29.5% | -18.0% |
| YTD | -4.8% | -38.5% | +33.7% | -5.1% |
| 1Y | -11.0% | -31.0% | +20.0% | -11.8% |
| 3Y | +37.7% | +216.5% | -178.9% | +21.4% |
| All | +37.7% | +216.1% | -178.4% | +21.4% |
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 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