+436.4%
KTOS vs DOC
+23.6%
+412.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | 0.0% |
| 7D | +2.0% | +1.0% | +1.0% | +1.6% |
| 30D | -11.8% | +8.1% | -20.0% | -15.1% |
| 3M | -42.4% | +0.9% | -43.3% | -42.9% |
| 6M | -35.6% | +6.3% | -41.9% | -38.0% |
| YTD | -51.7% | +33.8% | -85.4% | -58.5% |
| 1Y | -52.1% | +21.6% | -73.7% | -57.1% |
| 3Y | +109.9% | +53.4% | +56.5% | +63.5% |
| 5Y | +69.2% | -21.0% | +90.2% | +80.9% |
| 10Y | +436.4% | +22.5% | +413.9% | +378.5% |
| All | +436.4% | +23.6% | +412.8% | +378.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling