+606.4%
KTOS vs D
+36.8%
+569.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.4% | -0.2% |
| 7D | -2.4% | -2.2% | -0.1% | -1.6% |
| 30D | -26.8% | -4.5% | -22.4% | -25.6% |
| 3M | -20.6% | -2.5% | -18.0% | -20.0% |
| 6M | -47.5% | +5.5% | -53.0% | -48.8% |
| YTD | -38.5% | +13.3% | -51.8% | -41.6% |
| 1Y | -31.0% | +11.8% | -42.8% | -34.5% |
| 3Y | +216.5% | +56.7% | +159.8% | +155.8% |
| 5Y | +105.7% | +4.3% | +101.4% | +97.0% |
| All | +606.4% | +36.8% | +569.6% | +564.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling