+97.0%
KTOS vs ABCL
-82.9%
+179.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.3% | +5.9% | +1.4% |
| 7D | -2.3% | -9.6% | +7.3% | -0.7% |
| 30D | -26.3% | +7.2% | -33.5% | -27.5% |
| 3M | -14.3% | +105.5% | -119.8% | -25.8% |
| 6M | -47.2% | +193.0% | -240.2% | -57.0% |
| YTD | -38.1% | +205.8% | -244.0% | -50.2% |
| 1Y | -28.4% | +144.4% | -172.8% | -40.8% |
| 3Y | +219.6% | +93.3% | +126.2% | +158.7% |
| 5Y | +107.0% | -44.9% | +151.9% | +82.0% |
| All | +97.0% | -82.9% | +179.8% | +95.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling