+610.7%
KTOS vs DECK
+727.9%
-117.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -2.3% | -5.5% | +3.1% | -0.8% |
| 30D | -26.3% | -14.9% | -11.4% | -23.0% |
| 3M | -14.3% | -28.2% | +13.9% | -6.6% |
| 6M | -47.2% | -24.1% | -23.1% | -43.4% |
| YTD | -38.1% | -22.9% | -15.2% | -34.6% |
| 1Y | -28.4% | -30.0% | +1.6% | -23.0% |
| 3Y | +219.6% | -9.1% | +228.7% | +194.3% |
| 5Y | +107.0% | +15.2% | +91.7% | +69.1% |
| All | +610.7% | +727.9% | -117.2% | +290.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling