+132.4%
KTOS vs AVTR
+0.6%
+131.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -2.4% | -1.1% | -1.3% | -2.1% |
| 30D | -26.8% | +6.3% | -33.2% | -28.2% |
| 3M | -20.6% | +53.3% | -73.9% | -31.2% |
| 6M | -47.5% | +78.6% | -126.1% | -56.5% |
| YTD | -38.5% | +29.2% | -67.7% | -44.2% |
| 1Y | -31.0% | +13.8% | -44.8% | -36.4% |
| 3Y | +216.5% | -27.4% | +244.0% | +221.0% |
| 5Y | +105.7% | -65.0% | +170.7% | +155.1% |
| All | +132.4% | +0.6% | +131.8% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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