-53.6%
KTOS vs AJG
+14.9%
-68.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.5% |
| 7D | -10.4% | +3.4% | -13.8% | -10.3% |
| 30D | -13.3% | +21.5% | -34.8% | -14.2% |
| 3M | -41.2% | +12.3% | -53.4% | -41.7% |
| 6M | -36.6% | +43.0% | -79.6% | -40.7% |
| YTD | -51.6% | +10.2% | -61.8% | -52.1% |
| 1Y | -53.6% | +13.9% | -67.5% | -54.5% |
| All | -53.6% | +14.9% | -68.5% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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