-56.9%
KTOS vs AIG
+1.1%
-58.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.0% | -6.2% | -7.3% |
| 7D | -23.4% | -0.6% | -22.8% | -23.4% |
| 30D | -23.6% | +7.7% | -31.4% | -22.6% |
| 3M | -39.7% | +1.7% | -41.3% | -39.4% |
| 6M | -43.7% | +4.5% | -48.2% | -43.3% |
| YTD | -56.0% | -3.6% | -52.4% | -56.0% |
| 1Y | -56.9% | +8.7% | -65.5% | -57.0% |
| All | -56.9% | +1.1% | -58.0% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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