-24.8%
KTOS vs ALLE
-5.8%
-19.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.0% |
| 7D | -8.0% | -0.2% | -7.8% | -7.9% |
| 30D | -13.6% | -6.8% | -6.8% | -11.0% |
| 3M | -24.6% | +21.0% | -45.6% | -29.8% |
| 6M | -46.3% | +1.1% | -47.4% | -46.5% |
| YTD | -37.0% | -0.5% | -36.5% | -40.6% |
| 1Y | -24.8% | -7.3% | -17.5% | -23.6% |
| All | -24.8% | -5.8% | -19.0% | -23.6% |
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