+172.5%
KTOS vs AS
+104.6%
+68.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.8% |
| 7D | -2.3% | -3.9% | +1.5% | -1.5% |
| 30D | -26.3% | -19.0% | -7.3% | -22.8% |
| 3M | -14.3% | -18.8% | +4.5% | -10.6% |
| 6M | -47.2% | -21.0% | -26.2% | -44.7% |
| YTD | -38.1% | -26.6% | -11.5% | -34.4% |
| 1Y | -28.4% | -25.3% | -3.1% | -24.6% |
| All | +172.5% | +104.6% | +68.0% | +167.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling