-14.3%
KTOS vs COO
-21.1%
+6.8%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -14.7% | +15.2% | -0.8% |
| 7D | -2.3% | -23.3% | +21.0% | -5.5% |
| 30D | -26.3% | -29.5% | +3.2% | -30.4% |
| 3M | -14.3% | -20.0% | +5.7% | -15.4% |
| All | -14.3% | -21.1% | +6.8% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 3mo: compounded portfolio wealth divided by compounded COO 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…
3mo analysis · Full analysis span regression · Available span rolling