-56.9%
KTOS vs DINO
+89.5%
-146.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -6.5% | -0.6% | -6.5% |
| 7D | -23.4% | -12.6% | -10.8% | -22.4% |
| 30D | -23.6% | -14.7% | -8.9% | -22.7% |
| 3M | -39.7% | +18.6% | -58.2% | -39.9% |
| 6M | -43.7% | +33.0% | -76.7% | -44.7% |
| YTD | -56.0% | +117.1% | -173.2% | -64.8% |
| 1Y | -56.9% | +90.5% | -147.4% | -63.5% |
| All | -56.9% | +89.5% | -146.4% | -63.5% |
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