+465.3%
KTOS vs AR
-27.7%
+493.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -2.3% | -1.3% | -1.0% | -2.1% |
| 30D | -26.3% | +3.5% | -29.8% | -26.8% |
| 3M | -14.3% | +9.9% | -24.2% | -16.1% |
| 6M | -47.2% | +4.5% | -51.7% | -48.0% |
| YTD | -38.1% | +13.7% | -51.8% | -40.3% |
| 1Y | -28.4% | +19.2% | -47.7% | -31.6% |
| 3Y | +219.6% | +46.2% | +173.4% | +189.8% |
| 5Y | +107.0% | +145.9% | -38.9% | +66.7% |
| 10Y | +619.4% | +44.5% | +575.0% | +523.2% |
| All | +465.3% | -27.7% | +493.0% | +434.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling