+216.5%
KTOS vs ALLE
+46.2%
+170.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.2% |
| 7D | -2.4% | -2.4% | 0.0% | -1.3% |
| 30D | -26.8% | -7.7% | -19.2% | -24.3% |
| 3M | -20.6% | +15.2% | -35.7% | -25.2% |
| 6M | -47.5% | +5.4% | -52.9% | -48.7% |
| YTD | -38.5% | -2.9% | -35.6% | -38.6% |
| 1Y | -31.0% | -12.8% | -18.2% | -27.7% |
| 3Y | +216.5% | +47.2% | +169.4% | +177.9% |
| All | +216.5% | +46.2% | +170.3% | +177.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling