+572.5%
KTOS vs ALLE
+248.5%
+324.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.3% | -1.3% |
| 7D | -2.2% | -2.2% | 0.0% | -0.8% |
| 30D | -25.1% | -8.3% | -16.8% | -21.0% |
| 3M | -16.8% | +16.3% | -33.1% | -24.7% |
| 6M | -49.5% | +1.8% | -51.3% | -50.4% |
| YTD | -38.4% | -3.9% | -34.5% | -38.0% |
| 1Y | -27.6% | -10.0% | -17.6% | -24.1% |
| 3Y | +218.0% | +45.8% | +172.1% | +136.9% |
| 5Y | +100.1% | +13.3% | +86.8% | +72.6% |
| 10Y | +615.8% | +155.3% | +460.5% | +241.5% |
| All | +572.5% | +248.5% | +324.0% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling