-47.5%
KTOS vs ACI
-26.3%
-21.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.9% | -0.2% |
| 7D | -2.4% | -3.7% | +1.4% | -2.9% |
| 30D | -26.8% | +0.6% | -27.4% | -26.8% |
| 3M | -20.6% | -20.3% | -0.2% | -23.1% |
| 6M | -47.5% | -24.7% | -22.8% | -49.9% |
| All | -47.5% | -26.3% | -21.2% | -49.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling