+97.5%
KTOS vs AU
+686.2%
-588.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -2.4% | -4.3% | +1.9% | -1.6% |
| 30D | -26.8% | +7.3% | -34.2% | -28.1% |
| 3M | -20.6% | +26.3% | -46.9% | -24.4% |
| 6M | -47.5% | +1.8% | -49.3% | -48.4% |
| YTD | -38.5% | +26.8% | -65.3% | -41.8% |
| 1Y | -31.0% | +66.7% | -97.7% | -37.4% |
| 3Y | +216.5% | +579.1% | -362.5% | +125.8% |
| All | +97.5% | +686.2% | -588.7% | +43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling