+607.1%
KTOS vs DECK
+731.5%
-124.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.2% | -2.2% |
| 7D | -2.2% | -4.2% | +2.0% | -1.0% |
| 30D | -25.1% | -17.7% | -7.5% | -21.1% |
| 3M | -16.8% | -28.7% | +11.9% | -9.2% |
| 6M | -49.5% | -23.1% | -26.4% | -46.0% |
| YTD | -38.4% | -22.6% | -15.8% | -35.0% |
| 1Y | -27.6% | -30.5% | +2.9% | -22.0% |
| 3Y | +218.0% | -8.7% | +226.7% | +192.4% |
| 5Y | +100.1% | +18.3% | +81.7% | +62.0% |
| All | +607.1% | +731.5% | -124.4% | +288.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling