-24.8%
KTOS vs ALC
-10.2%
-14.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.2% |
| 7D | -8.0% | -2.1% | -5.9% | -7.7% |
| 30D | -13.6% | -0.1% | -13.5% | -13.5% |
| 3M | -24.6% | +5.9% | -30.5% | -25.3% |
| 6M | -46.3% | -15.9% | -30.4% | -45.5% |
| YTD | -37.0% | -10.1% | -26.9% | -36.4% |
| 1Y | -24.8% | -10.2% | -14.6% | -22.6% |
| All | -24.8% | -10.2% | -14.6% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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