-31.0%
KTOS vs APD
+3.9%
-34.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | -0.6% |
| 7D | -2.4% | -3.3% | +0.9% | -2.1% |
| 30D | -26.8% | -4.2% | -22.7% | -26.6% |
| 3M | -20.6% | +5.4% | -26.0% | -20.5% |
| 6M | -47.5% | +6.3% | -53.8% | -47.5% |
| YTD | -38.5% | +20.3% | -58.8% | -38.8% |
| 1Y | -31.0% | +1.6% | -32.6% | -24.5% |
| All | -31.0% | +3.9% | -34.9% | -24.5% |
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