-46.3%
KTOS vs DECK
-21.9%
-24.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.1% | -1.1% |
| 7D | -8.0% | -2.2% | -5.8% | -7.3% |
| 30D | -13.6% | -13.6% | 0.0% | -9.3% |
| 3M | -24.6% | -21.2% | -3.3% | -17.9% |
| 6M | -46.3% | -21.1% | -25.3% | -42.9% |
| All | -46.3% | -21.9% | -24.5% | -42.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling