-60.1%
KTOS vs AS
+3.3%
-63.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +5.1% | -17.4% | -14.1% |
| 7D | -12.7% | +13.8% | -26.4% | -17.2% |
| 30D | -14.4% | +16.7% | -31.1% | -19.8% |
| 3M | -30.7% | -11.5% | -19.2% | -27.2% |
| 6M | -41.9% | -5.5% | -36.4% | -41.3% |
| YTD | -52.6% | -14.2% | -38.4% | -50.8% |
| 1Y | -60.1% | +2.1% | -62.2% | -63.6% |
| All | -60.1% | +3.3% | -63.5% | -63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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