-60.1%
KTOS vs ACGL
+28.7%
-88.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +2.7% | -15.0% | -10.9% |
| 7D | -12.7% | +8.0% | -20.6% | -9.2% |
| 30D | -14.4% | +17.3% | -31.7% | -7.5% |
| 3M | -30.7% | +11.2% | -41.9% | -27.0% |
| 6M | -41.9% | +18.2% | -60.1% | -36.2% |
| YTD | -52.6% | +15.4% | -68.0% | -47.9% |
| 1Y | -60.1% | +26.5% | -86.7% | -59.1% |
| All | -60.1% | +28.7% | -88.9% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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