-24.8%
KTOS vs DOC
+23.9%
-48.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.3% |
| 7D | -8.0% | -1.5% | -6.6% | -7.8% |
| 30D | -13.6% | -4.8% | -8.8% | -12.8% |
| 3M | -24.6% | +6.9% | -31.5% | -26.5% |
| 6M | -46.3% | +20.7% | -67.1% | -49.4% |
| YTD | -37.0% | +34.1% | -71.2% | -42.0% |
| 1Y | -24.8% | +22.6% | -47.4% | -30.2% |
| All | -24.8% | +23.9% | -48.7% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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