+103.6%
KTOS vs DECK
+21.3%
+82.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.5% | +1.7% |
| 7D | -2.3% | -2.3% | 0.0% | -1.8% |
| 30D | -20.7% | -15.2% | -5.4% | -17.7% |
| 3M | -16.5% | -24.7% | +8.2% | -11.2% |
| 6M | -44.6% | -20.8% | -23.8% | -41.9% |
| YTD | -36.5% | -20.3% | -16.2% | -33.9% |
| 1Y | -24.9% | -29.5% | +4.7% | -20.0% |
| 3Y | +227.9% | -6.0% | +233.9% | +198.9% |
| 5Y | +103.6% | +23.5% | +80.1% | +52.5% |
| All | +103.6% | +21.3% | +82.3% | +52.5% |
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