-60.1%
KTOS vs A
+24.4%
-84.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +1.0% | -13.2% | -12.7% |
| 7D | -12.7% | -2.4% | -10.3% | -11.7% |
| 30D | -14.4% | +3.6% | -18.0% | -15.7% |
| 3M | -30.7% | +27.5% | -58.1% | -38.0% |
| 6M | -41.9% | +58.5% | -100.4% | -53.7% |
| YTD | -52.6% | +31.2% | -83.8% | -59.8% |
| 1Y | -60.1% | +22.2% | -82.3% | -64.9% |
| All | -60.1% | +24.4% | -84.5% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling