-60.1%
KTOS vs DD
+49.3%
-109.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -1.8% | -10.5% | -11.5% |
| 7D | -12.7% | +8.7% | -21.3% | -15.7% |
| 30D | -14.4% | +15.3% | -29.8% | -19.5% |
| 3M | -30.7% | +5.9% | -36.6% | -32.4% |
| 6M | -41.9% | +11.6% | -53.5% | -44.2% |
| YTD | -52.6% | +26.5% | -79.2% | -56.6% |
| 1Y | -60.1% | +35.4% | -95.5% | -62.9% |
| All | -60.1% | +49.3% | -109.5% | -62.9% |
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