-31.0%
KTOS vs ACI
-32.3%
+1.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.9% | -0.3% |
| 7D | -2.4% | -3.7% | +1.4% | -2.8% |
| 30D | -26.8% | +0.6% | -27.4% | -26.8% |
| 3M | -20.6% | -20.3% | -0.2% | -22.2% |
| 6M | -47.5% | -24.7% | -22.8% | -48.5% |
| YTD | -38.5% | -27.2% | -11.3% | -40.4% |
| 1Y | -31.0% | -32.7% | +1.7% | -33.8% |
| All | -31.0% | -32.3% | +1.3% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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