-24.8%
KTOS vs DBX
+20.4%
-45.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.9% | -0.3% |
| 7D | -8.0% | -2.4% | -5.6% | -7.8% |
| 30D | -13.6% | -0.5% | -13.1% | -13.6% |
| 3M | -24.6% | +28.1% | -52.6% | -27.5% |
| 6M | -46.3% | +33.1% | -79.4% | -48.9% |
| YTD | -37.0% | +25.3% | -62.3% | -39.2% |
| 1Y | -24.8% | +18.3% | -43.1% | -25.4% |
| All | -24.8% | +20.4% | -45.2% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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