-24.8%
KTOS vs AU
+100.5%
-125.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.1% |
| 7D | -8.0% | -3.6% | -4.4% | -7.0% |
| 30D | -13.6% | +23.9% | -37.5% | -20.0% |
| 3M | -24.6% | +19.1% | -43.7% | -29.7% |
| 6M | -46.3% | -0.2% | -46.2% | -48.5% |
| YTD | -37.0% | +32.5% | -69.5% | -43.5% |
| 1Y | -24.8% | +96.9% | -121.7% | -28.4% |
| All | -24.8% | +100.5% | -125.3% | -28.4% |
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