+97.5%
KTOS vs ALB
-48.5%
+146.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | +0.2% |
| 7D | -2.4% | -6.6% | +4.3% | -0.8% |
| 30D | -26.8% | -8.1% | -18.7% | -25.5% |
| 3M | -20.6% | -25.7% | +5.1% | -15.3% |
| 6M | -47.5% | -29.5% | -18.0% | -43.7% |
| YTD | -38.5% | -16.2% | -22.3% | -36.8% |
| 1Y | -31.0% | +59.2% | -90.2% | -39.1% |
| 3Y | +216.5% | -33.7% | +250.3% | +224.3% |
| All | +97.5% | -48.5% | +146.0% | +100.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling