+97.5%
KTOS vs AJG
+74.4%
+23.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.1% |
| 7D | -2.4% | -8.3% | +5.9% | +0.9% |
| 30D | -26.8% | -5.7% | -21.2% | -25.5% |
| 3M | -20.6% | +9.1% | -29.7% | -24.9% |
| 6M | -47.5% | +15.2% | -62.7% | -51.9% |
| YTD | -38.5% | -6.3% | -32.2% | -38.0% |
| 1Y | -31.0% | -19.1% | -11.9% | -25.2% |
| 3Y | +216.5% | +8.2% | +208.3% | +184.9% |
| All | +97.5% | +74.4% | +23.1% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling