+216.5%
KTOS vs DGX
+96.4%
+120.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.7% |
| 7D | -2.4% | -0.9% | -1.5% | -2.3% |
| 30D | -26.8% | -1.2% | -25.7% | -26.8% |
| 3M | -20.6% | +15.8% | -36.3% | -20.6% |
| 6M | -47.5% | +18.2% | -65.7% | -47.6% |
| YTD | -38.5% | +37.2% | -75.7% | -38.9% |
| 1Y | -31.0% | +30.4% | -61.4% | -31.3% |
| 3Y | +216.5% | +96.7% | +119.8% | +195.3% |
| All | +216.5% | +96.4% | +120.1% | +195.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling