+375.6%
KTOS vs DECK
+753.0%
-377.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.7% | -5.1% | -3.2% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | -13.8% | +4.8% | -18.6% | -15.2% |
| 3M | -46.0% | -6.9% | -39.0% | -45.1% |
| 6M | -35.4% | -7.6% | -27.8% | -34.6% |
| YTD | -55.3% | -16.3% | -39.1% | -54.0% |
| 1Y | -52.7% | +4.5% | -57.2% | -54.4% |
| 3Y | +87.2% | -17.1% | +104.4% | +79.2% |
| 5Y | +56.0% | +21.9% | +34.1% | +26.3% |
| All | +375.6% | +753.0% | -377.4% | +186.7% |
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