+606.4%
KTOS vs AGI
+392.3%
+214.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | -2.4% | -2.7% | +0.4% | -2.1% |
| 30D | -26.8% | +7.2% | -34.1% | -27.6% |
| 3M | -20.6% | +4.3% | -24.8% | -21.2% |
| 6M | -47.5% | -27.1% | -20.4% | -45.9% |
| YTD | -38.5% | -6.6% | -31.9% | -38.3% |
| 1Y | -31.0% | +9.5% | -40.5% | -31.9% |
| 3Y | +216.5% | +208.4% | +8.1% | +184.3% |
| 5Y | +105.7% | +401.6% | -296.0% | +77.8% |
| All | +606.4% | +392.3% | +214.0% | +529.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling