-31.0%
KTOS vs ADVB
-14.7%
-16.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.5% | +6.8% | -0.7% |
| 7D | -2.4% | -12.3% | +9.9% | -2.5% |
| 30D | -26.8% | +7.8% | -34.6% | -26.7% |
| 3M | -20.6% | +104.2% | -124.8% | -20.4% |
| 6M | -47.5% | +58.1% | -105.6% | -47.5% |
| YTD | -38.5% | +40.2% | -78.7% | -38.5% |
| 1Y | -31.0% | -16.1% | -14.9% | -30.1% |
| All | -31.0% | -14.7% | -16.3% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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