+212.1%
KTOS vs ACI
+21.2%
+190.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.9% | -0.9% |
| 7D | -2.4% | -3.7% | +1.4% | -2.0% |
| 30D | -26.8% | +0.6% | -27.4% | -26.9% |
| 3M | -20.6% | -20.3% | -0.2% | -19.1% |
| 6M | -47.5% | -24.7% | -22.8% | -46.3% |
| YTD | -38.5% | -27.2% | -11.3% | -36.9% |
| 1Y | -31.0% | -32.7% | +1.7% | -28.7% |
| 3Y | +216.5% | -43.9% | +260.4% | +234.3% |
| 5Y | +105.7% | -38.9% | +144.5% | +110.9% |
| All | +212.1% | +21.2% | +190.9% | +193.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling