-51.5%
KTOS vs DGX
+46.0%
-97.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.8% | +5.1% |
| 7D | -14.6% | +1.5% | -16.1% | -14.5% |
| 30D | -16.3% | +12.6% | -28.9% | -16.9% |
| 3M | -38.9% | +7.6% | -46.4% | -39.1% |
| 6M | -42.9% | +36.2% | -79.2% | -42.7% |
| YTD | -53.8% | +49.8% | -103.6% | -54.1% |
| 1Y | -51.5% | +47.3% | -98.8% | -51.9% |
| All | -51.5% | +46.0% | -97.6% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling