+90.2%
KTOS vs AVAV
+488.3%
-398.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.5% | -3.9% | -1.0% |
| 7D | -2.3% | -0.1% | -2.2% | -2.4% |
| 30D | -26.3% | -25.0% | -1.3% | -18.6% |
| 3M | -14.3% | -15.0% | +0.7% | -9.8% |
| 6M | -47.2% | -33.6% | -13.6% | -39.2% |
| YTD | -38.1% | -39.2% | +1.1% | -26.9% |
| 1Y | -28.4% | -40.5% | +12.0% | -14.4% |
| 3Y | +219.6% | +29.6% | +190.0% | +188.9% |
| 5Y | +107.0% | +56.7% | +50.3% | +69.6% |
| 10Y | +619.4% | +520.3% | +99.2% | +330.1% |
| All | +90.2% | +488.3% | -398.1% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 all: compounded portfolio wealth divided by compounded AVAV 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…
all analysis · Full analysis span regression · 6 months rolling