+606.4%
KTOS vs A
+256.4%
+349.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -2.0% |
| 7D | -2.4% | -2.6% | +0.2% | -1.1% |
| 30D | -26.8% | -0.9% | -26.0% | -26.6% |
| 3M | -20.6% | +13.6% | -34.2% | -26.1% |
| 6M | -47.5% | +27.8% | -75.3% | -54.3% |
| YTD | -38.5% | +8.6% | -47.1% | -42.0% |
| 1Y | -31.0% | +16.9% | -47.9% | -37.5% |
| 3Y | +216.5% | +32.9% | +183.6% | +155.3% |
| 5Y | +105.7% | -14.1% | +119.8% | +108.1% |
| All | +606.4% | +256.4% | +349.9% | +219.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling