+606.4%
KTOS vs ATI
+1,154.1%
-547.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.4% | -5.6% | +3.3% | -0.4% |
| 30D | -26.8% | -13.7% | -13.1% | -23.0% |
| 3M | -20.6% | -0.4% | -20.2% | -20.5% |
| 6M | -47.5% | +26.2% | -73.7% | -51.8% |
| YTD | -38.5% | +73.2% | -111.7% | -49.3% |
| 1Y | -31.0% | +161.6% | -192.6% | -50.4% |
| 3Y | +216.5% | +346.2% | -129.6% | +84.0% |
| 5Y | +105.7% | +1,047.6% | -942.0% | -14.7% |
| All | +606.4% | +1,154.1% | -547.7% | +143.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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