+70.0%
KTOS vs DECK
+30.0%
+40.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.3% | +3.1% | +6.4% |
| 7D | -6.3% | +6.4% | -12.7% | -7.9% |
| 30D | -11.0% | +9.1% | -20.1% | -13.1% |
| 3M | -38.0% | -7.2% | -30.8% | -37.1% |
| 6M | -34.9% | -9.9% | -24.9% | -33.8% |
| YTD | -50.3% | -12.8% | -37.6% | -49.5% |
| 1Y | -51.6% | +10.6% | -62.2% | -53.8% |
| 3Y | +119.6% | -13.8% | +133.5% | +105.2% |
| 5Y | +70.0% | +27.6% | +42.4% | +24.1% |
| All | +70.0% | +30.0% | +40.0% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling