+65.0%
KTOS vs COMP
-50.5%
+115.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.8% | -4.4% | -1.2% |
| 7D | -2.4% | -5.5% | +3.1% | -1.5% |
| 30D | -26.8% | -17.4% | -9.4% | -24.7% |
| 3M | -20.6% | +24.4% | -44.9% | -23.7% |
| 6M | -47.5% | +21.8% | -69.3% | -49.8% |
| YTD | -38.5% | -0.6% | -37.9% | -39.4% |
| 1Y | -31.0% | +11.5% | -42.5% | -33.5% |
| 3Y | +216.5% | +220.4% | -3.9% | +147.0% |
| 5Y | +105.7% | -26.6% | +132.2% | +80.8% |
| All | +65.0% | -50.5% | +115.6% | +55.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling