-92.4%
KTOS vs D
+721.3%
-813.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -2.3% | -1.6% | -0.7% | -1.9% |
| 30D | -26.3% | -3.5% | -22.8% | -25.5% |
| 3M | -14.3% | -1.6% | -12.7% | -14.1% |
| 6M | -47.2% | +5.8% | -53.0% | -48.2% |
| YTD | -38.1% | +14.5% | -52.6% | -40.7% |
| 1Y | -28.4% | +14.2% | -42.6% | -31.6% |
| 3Y | +219.6% | +59.0% | +160.6% | +172.2% |
| 5Y | +107.0% | +5.4% | +101.6% | +98.3% |
| 10Y | +619.4% | +38.4% | +581.1% | +538.0% |
| All | -92.4% | +721.3% | -813.7% | -94.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling