+97.5%
KTOS vs DKS
+14.7%
+82.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -1.2% |
| 7D | -2.4% | -2.0% | -0.3% | -2.0% |
| 30D | -26.8% | -32.7% | +5.9% | -20.9% |
| 3M | -20.6% | -38.8% | +18.2% | -12.4% |
| 6M | -47.5% | -29.4% | -18.1% | -44.1% |
| YTD | -38.5% | -30.3% | -8.2% | -34.4% |
| 1Y | -31.0% | -39.6% | +8.6% | -24.3% |
| 3Y | +216.5% | +32.2% | +184.4% | +171.9% |
| All | +97.5% | +14.7% | +82.8% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 5y: compounded portfolio wealth divided by compounded DKS 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…
5y analysis · Full analysis span regression · 6 months rolling