-47.5%
KTOS vs ALM
-25.6%
-21.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | +1.6% |
| 7D | -2.4% | -11.8% | +9.5% | +1.4% |
| 30D | -26.8% | +7.8% | -34.6% | -30.1% |
| 3M | -20.6% | -9.3% | -11.3% | -20.7% |
| 6M | -47.5% | -30.5% | -17.0% | -43.4% |
| All | -47.5% | -25.6% | -21.9% | -43.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling