+97.5%
KTOS vs D
+3.6%
+93.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.4% | -0.4% |
| 7D | -2.4% | -2.2% | -0.1% | -1.8% |
| 30D | -26.8% | -4.5% | -22.4% | -26.0% |
| 3M | -20.6% | -2.5% | -18.0% | -20.2% |
| 6M | -47.5% | +5.5% | -53.0% | -48.5% |
| YTD | -38.5% | +13.3% | -51.8% | -40.9% |
| 1Y | -31.0% | +11.8% | -42.8% | -33.7% |
| 3Y | +216.5% | +56.7% | +159.8% | +164.9% |
| All | +97.5% | +3.6% | +93.9% | +95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling