+170.8%
KTOS vs AS
+109.5%
+61.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -1.1% |
| 7D | -2.4% | -4.9% | +2.6% | -1.3% |
| 30D | -26.8% | -15.0% | -11.8% | -24.2% |
| 3M | -20.6% | -21.2% | +0.6% | -16.7% |
| 6M | -47.5% | -16.0% | -31.5% | -45.7% |
| YTD | -38.5% | -24.8% | -13.6% | -35.1% |
| 1Y | -31.0% | -24.1% | -7.0% | -27.6% |
| All | +170.8% | +109.5% | +61.3% | +164.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling