-24.8%
KTOS vs D
+15.7%
-40.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.6% |
| 7D | -8.0% | +0.4% | -8.5% | -8.0% |
| 30D | -13.6% | -3.6% | -10.0% | -13.7% |
| 3M | -24.6% | -1.0% | -23.6% | -24.9% |
| 6M | -46.3% | +6.3% | -52.6% | -46.6% |
| YTD | -37.0% | +14.7% | -51.7% | -37.1% |
| 1Y | -24.8% | +16.9% | -41.7% | -21.7% |
| All | -24.8% | +15.7% | -40.5% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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