-92.5%
KTOS vs DGX
+4,204.6%
-4,297.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.1% |
| 7D | -2.4% | -0.9% | -1.5% | -2.1% |
| 30D | -26.8% | -1.2% | -25.7% | -26.6% |
| 3M | -20.6% | +15.8% | -36.3% | -24.4% |
| 6M | -47.5% | +18.2% | -65.7% | -50.4% |
| YTD | -38.5% | +37.2% | -75.7% | -44.9% |
| 1Y | -31.0% | +30.4% | -61.4% | -37.4% |
| 3Y | +216.5% | +96.7% | +119.8% | +146.3% |
| 5Y | +105.7% | +67.2% | +38.5% | +67.2% |
| 10Y | +615.0% | +253.9% | +361.1% | +347.3% |
| All | -92.5% | +4,204.6% | -4,297.0% | -97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling