+97.5%
KTOS vs DBX
+11.7%
+85.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.1% |
| 7D | -2.4% | +2.1% | -4.5% | -3.1% |
| 30D | -26.8% | +5.7% | -32.6% | -28.5% |
| 3M | -20.6% | +31.8% | -52.4% | -28.8% |
| 6M | -47.5% | +37.5% | -84.9% | -54.3% |
| YTD | -38.5% | +27.9% | -66.4% | -45.1% |
| 1Y | -31.0% | +15.0% | -46.0% | -35.9% |
| 3Y | +216.5% | +27.2% | +189.4% | +167.8% |
| All | +97.5% | +11.7% | +85.8% | +52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling