-24.8%
KTOS vs DINO
+111.1%
-135.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -8.0% | +5.7% | -13.8% | -8.5% |
| 30D | -13.6% | +27.8% | -41.4% | -15.1% |
| 3M | -24.6% | +45.6% | -70.2% | -27.2% |
| 6M | -46.3% | +88.5% | -134.8% | -50.6% |
| YTD | -37.0% | +134.1% | -171.1% | -48.9% |
| 1Y | -24.8% | +111.1% | -135.9% | -34.5% |
| All | -24.8% | +111.1% | -135.9% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 DINO 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