-60.1%
KTOS vs ALLE
+18.6%
-78.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +1.8% | -14.0% | -12.8% |
| 7D | -12.7% | +6.7% | -19.3% | -14.7% |
| 30D | -14.4% | +25.4% | -39.8% | -21.2% |
| 3M | -30.7% | +16.9% | -47.6% | -34.4% |
| 6M | -41.9% | +46.6% | -88.5% | -49.4% |
| YTD | -52.6% | +22.4% | -75.0% | -60.1% |
| 1Y | -60.1% | +17.7% | -77.9% | -65.0% |
| All | -60.1% | +18.6% | -78.7% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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