+606.4%
KTOS vs ARMK
+146.1%
+460.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.8% | -1.7% |
| 7D | -2.4% | +3.1% | -5.5% | -3.4% |
| 30D | -26.8% | -2.8% | -24.1% | -26.1% |
| 3M | -20.6% | +7.6% | -28.2% | -22.7% |
| 6M | -47.5% | +47.9% | -95.4% | -54.6% |
| YTD | -38.5% | +60.0% | -98.5% | -48.5% |
| 1Y | -31.0% | +52.2% | -83.2% | -41.3% |
| 3Y | +216.5% | +131.4% | +85.1% | +128.4% |
| 5Y | +105.7% | +163.2% | -57.5% | +41.1% |
| All | +606.4% | +146.1% | +460.3% | +414.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 10y: compounded portfolio wealth divided by compounded ARMK 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…
10y analysis · Full analysis span regression · 6 months rolling