-92.5%
KTOS vs APD
+2,023.0%
-2,115.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | -0.3% |
| 7D | -2.4% | -3.3% | +0.9% | -1.1% |
| 30D | -26.8% | -4.2% | -22.7% | -25.6% |
| 3M | -20.6% | +5.4% | -26.0% | -22.3% |
| 6M | -47.5% | +6.3% | -53.8% | -49.0% |
| YTD | -38.5% | +20.3% | -58.8% | -43.4% |
| 1Y | -31.0% | +1.6% | -32.6% | -32.6% |
| 3Y | +216.5% | +4.0% | +212.5% | +197.2% |
| 5Y | +105.7% | +23.3% | +82.4% | +77.7% |
| 10Y | +615.0% | +165.6% | +449.4% | +353.2% |
| All | -92.5% | +2,023.0% | -2,115.4% | -96.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling