-92.5%
KTOS vs AIG
-90.7%
-1.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -2.4% | -1.2% | -1.2% | -2.1% |
| 30D | -26.8% | -1.1% | -25.8% | -26.7% |
| 3M | -20.6% | +0.7% | -21.2% | -20.8% |
| 6M | -47.5% | -2.2% | -45.3% | -47.4% |
| YTD | -38.5% | -10.8% | -27.7% | -37.5% |
| 1Y | -31.0% | -2.0% | -29.0% | -31.1% |
| 3Y | +216.5% | +34.8% | +181.7% | +195.7% |
| 5Y | +105.7% | +55.0% | +50.6% | +85.7% |
| 10Y | +615.0% | +65.1% | +550.0% | +519.9% |
| All | -92.5% | -90.7% | -1.8% | -89.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling