-60.1%
KTOS vs AR
+14.7%
-74.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -6.3% | -6.0% | -12.3% |
| 7D | -12.7% | -11.1% | -1.5% | -12.9% |
| 30D | -14.4% | +7.9% | -22.3% | -13.7% |
| 3M | -30.7% | +4.9% | -35.5% | -30.2% |
| 6M | -41.9% | -5.3% | -36.6% | -41.6% |
| YTD | -52.6% | +8.6% | -61.2% | -51.0% |
| 1Y | -60.1% | +13.7% | -73.8% | -60.9% |
| All | -60.1% | +14.7% | -74.9% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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