+216.5%
KTOS vs ACGL
+30.3%
+186.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.4% | -2.0% | -0.3% | -2.2% |
| 30D | -26.8% | -1.2% | -25.6% | -26.8% |
| 3M | -20.6% | +5.4% | -26.0% | -21.3% |
| 6M | -47.5% | +1.4% | -48.8% | -47.7% |
| YTD | -38.5% | +0.2% | -38.7% | -39.0% |
| 1Y | -31.0% | +4.1% | -35.1% | -32.2% |
| 3Y | +216.5% | +28.2% | +188.3% | +206.5% |
| All | +216.5% | +30.3% | +186.2% | +206.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling