+97.5%
KTOS vs ALC
-20.7%
+118.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | -2.4% | -6.3% | +4.0% | +0.1% |
| 30D | -26.8% | -10.3% | -16.6% | -23.8% |
| 3M | -20.6% | -0.7% | -19.8% | -20.8% |
| 6M | -47.5% | -17.8% | -29.6% | -43.8% |
| YTD | -38.5% | -15.8% | -22.7% | -35.0% |
| 1Y | -31.0% | -16.7% | -14.3% | -27.1% |
| 3Y | +216.5% | -19.7% | +236.3% | +229.7% |
| All | +97.5% | -20.7% | +118.2% | +95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling