+97.5%
KTOS vs APD
+22.2%
+75.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | -0.4% |
| 7D | -2.4% | -3.3% | +0.9% | -1.4% |
| 30D | -26.8% | -4.2% | -22.7% | -25.9% |
| 3M | -20.6% | +5.4% | -26.0% | -21.8% |
| 6M | -47.5% | +6.3% | -53.8% | -48.6% |
| YTD | -38.5% | +20.3% | -58.8% | -42.3% |
| 1Y | -31.0% | +1.6% | -32.6% | -31.8% |
| 3Y | +216.5% | +4.0% | +212.5% | +207.2% |
| All | +97.5% | +22.2% | +75.3% | +57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling