-24.8%
KTOS vs APD
+6.0%
-30.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | -8.0% | -2.2% | -5.8% | -7.9% |
| 30D | -13.6% | +2.1% | -15.7% | -13.7% |
| 3M | -24.6% | +7.2% | -31.7% | -24.9% |
| 6M | -46.3% | +11.2% | -57.6% | -46.5% |
| YTD | -37.0% | +24.4% | -61.4% | -37.7% |
| 1Y | -24.8% | +6.7% | -31.5% | -20.5% |
| All | -24.8% | +6.0% | -30.8% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling