+156.5%
KTOS vs ACWI
+352.2%
-195.7%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.5% |
| 7D | -2.4% | -1.0% | -1.3% | -1.5% |
| 30D | -26.8% | -0.9% | -26.0% | -26.2% |
| 3M | -20.6% | +3.5% | -24.1% | -22.9% |
| 6M | -47.5% | +12.8% | -60.3% | -52.5% |
| YTD | -38.5% | +14.0% | -52.5% | -44.8% |
| 1Y | -31.0% | +19.2% | -50.2% | -40.2% |
| 3Y | +216.5% | +75.1% | +141.4% | +96.5% |
| 5Y | +105.7% | +68.6% | +37.1% | +33.4% |
| 10Y | +615.0% | +232.1% | +383.0% | +187.3% |
| All | +156.5% | +352.2% | -195.7% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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