+606.4%
KTOS vs ALK
-35.7%
+642.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.5% |
| 7D | -2.4% | -2.1% | -0.3% | -1.7% |
| 30D | -26.8% | -13.1% | -13.7% | -23.3% |
| 3M | -20.6% | -11.8% | -8.8% | -17.7% |
| 6M | -47.5% | -0.4% | -47.1% | -48.5% |
| YTD | -38.5% | -18.2% | -20.3% | -35.8% |
| 1Y | -31.0% | -35.5% | +4.5% | -22.4% |
| 3Y | +216.5% | +1.8% | +214.7% | +179.1% |
| 5Y | +105.7% | -26.6% | +132.3% | +101.4% |
| All | +606.4% | -35.7% | +642.0% | +539.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling