+606.4%
KTOS vs ACGL
+276.6%
+329.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.4% | -2.0% | -0.3% | -1.5% |
| 30D | -26.8% | -1.2% | -25.6% | -26.6% |
| 3M | -20.6% | +5.4% | -26.0% | -23.0% |
| 6M | -47.5% | +1.4% | -48.8% | -48.4% |
| YTD | -38.5% | +0.2% | -38.7% | -39.9% |
| 1Y | -31.0% | +4.1% | -35.1% | -34.0% |
| 3Y | +216.5% | +28.2% | +188.3% | +162.7% |
| 5Y | +105.7% | +159.5% | -53.8% | +8.9% |
| All | +606.4% | +276.6% | +329.8% | +180.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling