+65.2%
KTOS vs COMP
-49.7%
+115.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.4% | -2.9% |
| 7D | -2.2% | +0.8% | -3.0% | -2.3% |
| 30D | -25.1% | -13.9% | -11.2% | -23.4% |
| 3M | -16.8% | +30.7% | -47.5% | -20.6% |
| 6M | -49.5% | +18.7% | -68.1% | -51.4% |
| YTD | -38.4% | +1.0% | -39.5% | -39.4% |
| 1Y | -27.6% | +15.1% | -42.7% | -30.5% |
| 3Y | +218.0% | +219.8% | -1.8% | +148.2% |
| 5Y | +100.1% | -28.7% | +128.7% | +76.1% |
| All | +65.2% | -49.7% | +115.0% | +55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling