+216.5%
KTOS vs ARMK
+127.5%
+89.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -54.8% |
| YTD | -38.5% | +60.0% | -98.5% | -49.0% |
| 1Y | -31.0% | +52.2% | -83.2% | -41.7% |
| 3Y | +216.5% | +131.4% | +85.1% | +119.9% |
| All | +216.5% | +127.5% | +89.0% | +119.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling