-60.1%
KTOS vs COMP
+23.8%
-83.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +7.7% | -20.0% | -14.3% |
| 7D | -12.7% | +9.5% | -22.1% | -15.0% |
| 30D | -14.4% | +8.1% | -22.5% | -16.8% |
| 3M | -30.7% | -16.3% | -14.3% | -27.7% |
| 6M | -41.9% | +42.2% | -84.1% | -49.2% |
| YTD | -52.6% | -5.0% | -47.6% | -51.3% |
| 1Y | -60.1% | +20.1% | -80.2% | -60.0% |
| All | -60.1% | +23.8% | -83.9% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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