+52.0%
KR vs KTOS
+100.3%
-48.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.7% |
| 7D | -0.2% | -2.4% | +2.2% | -0.1% |
| 30D | +5.1% | -26.8% | +31.9% | +5.6% |
| 3M | -8.2% | -20.6% | +12.4% | -7.8% |
| 6M | -18.0% | -47.5% | +29.5% | -16.9% |
| YTD | -4.8% | -38.5% | +33.7% | -4.4% |
| 1Y | -11.0% | -31.0% | +20.0% | -11.6% |
| 3Y | +37.7% | +216.5% | -178.9% | +22.7% |
| All | +52.0% | +100.3% | -48.3% | +37.9% |
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 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