-31.0%
KTOS vs AU
+72.0%
-103.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -2.4% | -4.3% | +1.9% | -1.1% |
| 30D | -26.8% | +7.3% | -34.2% | -29.0% |
| 3M | -20.6% | +26.3% | -46.9% | -27.2% |
| 6M | -47.5% | +1.8% | -49.3% | -49.7% |
| YTD | -38.5% | +26.8% | -65.3% | -44.2% |
| 1Y | -31.0% | +66.7% | -97.7% | -39.7% |
| All | -31.0% | +72.0% | -103.0% | -39.7% |
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