-47.5%
KTOS vs ALK
-2.3%
-45.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -18.2% |
| 6M | -47.5% | -0.4% | -47.1% | -49.6% |
| All | -47.5% | -2.3% | -45.2% | -49.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling