-60.1%
KTOS vs D
+23.9%
-84.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +4.4% | -16.7% | -11.8% |
| 7D | -12.7% | +8.5% | -21.2% | -12.3% |
| 30D | -14.4% | +14.3% | -28.7% | -14.2% |
| 3M | -30.7% | +1.8% | -32.5% | -30.5% |
| 6M | -41.9% | +13.0% | -55.0% | -42.4% |
| YTD | -52.6% | +22.7% | -75.4% | -53.2% |
| 1Y | -60.1% | +22.6% | -82.7% | -61.0% |
| All | -60.1% | +23.9% | -84.0% | -61.0% |
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