-56.9%
KTOS vs AU
+40.8%
-97.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.7% | -7.9% | -7.4% |
| 7D | -23.4% | +4.1% | -27.5% | -24.6% |
| 30D | -23.6% | -5.3% | -18.3% | -22.4% |
| 3M | -39.7% | +0.6% | -40.2% | -41.1% |
| 6M | -43.7% | -0.8% | -42.9% | -45.1% |
| YTD | -56.0% | +7.6% | -63.6% | -60.4% |
| 1Y | -56.9% | +38.2% | -95.1% | -65.1% |
| All | -56.9% | +40.8% | -97.7% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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