-24.8%
KTOS vs ALB
+60.9%
-85.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.9% | +0.5% |
| 7D | -8.0% | -8.1% | 0.0% | -6.1% |
| 30D | -13.6% | +6.3% | -19.8% | -15.0% |
| 3M | -24.6% | -23.6% | -1.0% | -20.4% |
| 6M | -46.3% | -24.6% | -21.7% | -43.3% |
| YTD | -37.0% | -10.3% | -26.7% | -34.9% |
| 1Y | -24.8% | +61.5% | -86.3% | -26.1% |
| All | -24.8% | +60.9% | -85.7% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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