+208.0%
KTOS vs ALC
+16.1%
+191.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.2% |
| 7D | -2.4% | -6.3% | +4.0% | +0.8% |
| 30D | -26.8% | -10.3% | -16.6% | -22.9% |
| 3M | -20.6% | -0.7% | -19.8% | -20.9% |
| 6M | -47.5% | -17.8% | -29.6% | -42.8% |
| YTD | -38.5% | -15.8% | -22.7% | -34.1% |
| 1Y | -31.0% | -16.7% | -14.3% | -26.0% |
| 3Y | +216.5% | -19.7% | +236.3% | +232.9% |
| 5Y | +105.7% | -19.8% | +125.5% | +111.1% |
| All | +208.0% | +16.1% | +191.8% | +132.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling