+606.4%
KTOS vs DAR
+366.1%
+240.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +0.1% |
| 7D | -2.4% | -0.1% | -2.2% | -2.4% |
| 30D | -26.8% | +2.6% | -29.5% | -27.8% |
| 3M | -20.6% | +14.2% | -34.8% | -24.9% |
| 6M | -47.5% | +17.2% | -64.7% | -51.0% |
| YTD | -38.5% | +80.9% | -119.4% | -51.2% |
| 1Y | -31.0% | +104.0% | -135.0% | -47.9% |
| 3Y | +216.5% | +3.6% | +212.9% | +193.9% |
| 5Y | +105.7% | -7.8% | +113.5% | +90.8% |
| All | +606.4% | +366.1% | +240.3% | +222.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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