+97.5%
KTOS vs ALLY
-4.7%
+102.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -2.4% | -3.8% | +1.4% | -0.8% |
| 30D | -26.8% | -4.9% | -21.9% | -25.3% |
| 3M | -20.6% | -2.6% | -18.0% | -19.9% |
| 6M | -47.5% | +15.7% | -63.2% | -50.5% |
| YTD | -38.5% | -5.2% | -33.3% | -37.5% |
| 1Y | -31.0% | +2.8% | -33.8% | -32.1% |
| 3Y | +216.5% | +63.4% | +153.1% | +151.7% |
| All | +97.5% | -4.7% | +102.2% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 5y: compounded portfolio wealth divided by compounded ALLY 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…
5y analysis · Full analysis span regression · 6 months rolling