-60.1%
KTOS vs ALC
+4.2%
-64.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +6.8% | -19.1% | -12.5% |
| 7D | -12.7% | +10.7% | -23.4% | -13.3% |
| 30D | -14.4% | +20.2% | -34.6% | -16.2% |
| 3M | -30.7% | +8.9% | -39.6% | -31.0% |
| 6M | -41.9% | +5.7% | -47.7% | -42.6% |
| YTD | -52.6% | -1.4% | -51.2% | -52.8% |
| 1Y | -60.1% | +4.7% | -64.9% | -61.0% |
| All | -60.1% | +4.2% | -64.3% | -61.0% |
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