-24.8%
KTOS vs DGX
+33.7%
-58.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | -0.6% |
| 7D | -8.0% | -2.3% | -5.7% | -8.0% |
| 30D | -13.6% | +0.6% | -14.1% | -13.5% |
| 3M | -24.6% | +21.4% | -46.0% | -23.8% |
| 6M | -46.3% | +14.7% | -61.1% | -46.3% |
| YTD | -37.0% | +38.4% | -75.4% | -36.5% |
| 1Y | -24.8% | +34.0% | -58.8% | -24.5% |
| All | -24.8% | +33.7% | -58.5% | -24.5% |
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