-24.8%
KTOS vs DD
+41.5%
-66.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.7% |
| 7D | -8.0% | -3.5% | -4.5% | -6.7% |
| 30D | -13.6% | -10.3% | -3.3% | -9.8% |
| 3M | -24.6% | -7.5% | -17.0% | -22.3% |
| 6M | -46.3% | -8.0% | -38.3% | -45.0% |
| YTD | -37.0% | +10.5% | -47.5% | -38.8% |
| 1Y | -24.8% | +38.3% | -63.1% | -31.2% |
| All | -24.8% | +41.5% | -66.3% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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