-51.5%
KTOS vs AUR
-0.2%
-51.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +9.4% | -4.3% | +1.9% |
| 7D | -14.6% | +1.1% | -15.7% | -14.8% |
| 30D | -16.3% | -22.9% | +6.6% | -9.4% |
| 3M | -38.9% | -35.0% | -3.9% | -30.1% |
| 6M | -42.9% | -39.3% | -3.6% | -34.8% |
| YTD | -53.8% | +14.8% | -68.6% | -64.2% |
| 1Y | -51.5% | +4.3% | -55.8% | -60.6% |
| All | -51.5% | -0.2% | -51.3% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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