+436.8%
KTOS vs DECK
+821.2%
-384.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.4% |
| 7D | -10.4% | +6.8% | -17.2% | -12.2% |
| 30D | -13.3% | +8.3% | -21.6% | -15.5% |
| 3M | -41.2% | -7.9% | -33.3% | -40.1% |
| 6M | -36.6% | -10.6% | -26.0% | -35.2% |
| YTD | -51.6% | -13.4% | -38.2% | -50.7% |
| 1Y | -53.6% | +12.5% | -66.1% | -56.2% |
| 3Y | +110.1% | -14.9% | +124.9% | +99.6% |
| 5Y | +69.8% | +27.5% | +42.3% | +35.7% |
| All | +436.8% | +821.2% | -384.4% | +215.7% |
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