-24.8%
KTOS vs AJG
-12.9%
-11.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.5% |
| 7D | -8.0% | -1.8% | -6.2% | -7.9% |
| 30D | -13.6% | +4.6% | -18.2% | -14.1% |
| 3M | -24.6% | +24.9% | -49.5% | -28.9% |
| 6M | -46.3% | +17.2% | -63.5% | -48.5% |
| YTD | -37.0% | +2.2% | -39.2% | -36.7% |
| 1Y | -24.8% | -11.5% | -13.3% | -16.5% |
| All | -24.8% | -12.9% | -11.9% | -16.5% |
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