+97.5%
KTOS vs ALM
+839.2%
-741.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | +0.1% |
| 7D | -2.4% | -11.8% | +9.5% | -1.0% |
| 30D | -26.8% | +7.8% | -34.6% | -27.8% |
| 3M | -20.6% | -9.3% | -11.3% | -20.4% |
| 6M | -47.5% | -30.5% | -17.0% | -46.5% |
| YTD | -38.5% | +75.8% | -114.3% | -41.4% |
| 1Y | -31.0% | +241.2% | -272.2% | -36.9% |
| 3Y | +216.5% | +1,872.6% | -1,656.1% | +172.0% |
| All | +97.5% | +839.2% | -741.7% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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