-90.6%
KTOS vs A
+442.5%
-533.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -1.8% |
| 7D | -2.4% | -2.6% | +0.2% | -1.3% |
| 30D | -26.8% | -0.9% | -26.0% | -26.6% |
| 3M | -20.6% | +13.6% | -34.2% | -25.3% |
| 6M | -47.5% | +27.8% | -75.3% | -53.3% |
| YTD | -38.5% | +8.6% | -47.1% | -41.4% |
| 1Y | -31.0% | +16.9% | -47.9% | -36.5% |
| 3Y | +216.5% | +32.9% | +183.6% | +167.1% |
| 5Y | +105.7% | -14.1% | +119.8% | +107.3% |
| 10Y | +615.0% | +254.1% | +360.9% | +282.2% |
| All | -90.6% | +442.5% | -533.1% | -96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling