+95.8%
KTOS vs ABCL
-82.1%
+177.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.1% | -4.7% | -1.3% |
| 7D | -2.4% | -4.7% | +2.4% | -1.6% |
| 30D | -26.8% | +5.2% | -32.0% | -27.8% |
| 3M | -20.6% | +106.6% | -127.2% | -31.3% |
| 6M | -47.5% | +198.4% | -245.8% | -57.4% |
| YTD | -38.5% | +218.4% | -256.9% | -50.8% |
| 1Y | -31.0% | +136.2% | -167.2% | -42.8% |
| 3Y | +216.5% | +103.2% | +113.4% | +154.2% |
| 5Y | +105.7% | -42.7% | +148.3% | +79.6% |
| All | +95.8% | -82.1% | +177.9% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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