+216.5%
KTOS vs DG
+4.6%
+211.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.8% |
| 7D | -2.4% | -6.5% | +4.1% | -1.7% |
| 30D | -26.8% | +4.2% | -31.0% | -27.2% |
| 3M | -20.6% | +9.5% | -30.1% | -21.8% |
| 6M | -47.5% | -13.1% | -34.4% | -47.3% |
| YTD | -38.5% | -4.8% | -33.7% | -38.7% |
| 1Y | -31.0% | +20.6% | -51.6% | -32.4% |
| 3Y | +216.5% | +4.9% | +211.6% | +197.0% |
| All | +216.5% | +4.6% | +211.9% | +197.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 3y: compounded portfolio wealth divided by compounded DG 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…
3y analysis · Full analysis span regression · 6 months rolling