+399.4%
KTOS vs DG
+560.3%
-161.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.9% |
| 7D | -2.4% | -6.5% | +4.1% | -0.8% |
| 30D | -26.8% | +4.2% | -31.0% | -27.7% |
| 3M | -20.6% | +9.5% | -30.1% | -23.0% |
| 6M | -47.5% | -13.1% | -34.4% | -46.1% |
| YTD | -38.5% | -4.8% | -33.7% | -38.3% |
| 1Y | -31.0% | +20.6% | -51.6% | -35.1% |
| 3Y | +216.5% | +4.9% | +211.6% | +193.9% |
| 5Y | +105.7% | -37.9% | +143.6% | +119.7% |
| 10Y | +615.0% | +102.2% | +512.8% | +426.7% |
| All | +399.4% | +560.3% | -161.0% | +144.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling