+606.4%
KTOS vs DLTR
+45.3%
+561.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -2.4% | -10.1% | +7.7% | +0.2% |
| 30D | -26.8% | -8.1% | -18.7% | -25.5% |
| 3M | -20.6% | +2.9% | -23.4% | -21.8% |
| 6M | -47.5% | +4.3% | -51.8% | -48.7% |
| YTD | -38.5% | -3.9% | -34.6% | -38.8% |
| 1Y | -31.0% | +18.9% | -49.9% | -35.2% |
| 3Y | +216.5% | +1.9% | +214.6% | +199.5% |
| 5Y | +105.7% | +31.0% | +74.7% | +76.5% |
| All | +606.4% | +45.3% | +561.1% | +468.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 10y: compounded portfolio wealth divided by compounded DLTR 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…
10y analysis · Full analysis span regression · 6 months rolling