-24.8%
KTOS vs DECK
-30.4%
+5.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.1% | -0.8% |
| 7D | -8.0% | -2.2% | -5.8% | -7.8% |
| 30D | -13.6% | -13.6% | 0.0% | -12.0% |
| 3M | -24.6% | -21.2% | -3.3% | -22.3% |
| 6M | -46.3% | -21.1% | -25.3% | -45.5% |
| YTD | -37.0% | -17.2% | -19.8% | -35.3% |
| 1Y | -24.8% | -30.7% | +5.9% | -22.1% |
| All | -24.8% | -30.4% | +5.6% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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