+615.8%
KTOS vs DOC
-3.3%
+619.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.8% |
| 7D | -2.2% | -3.0% | +0.9% | -0.9% |
| 30D | -25.1% | -2.0% | -23.2% | -24.6% |
| 3M | -16.8% | +0.9% | -17.7% | -17.8% |
| 6M | -49.5% | +20.8% | -70.3% | -54.2% |
| YTD | -38.4% | +32.5% | -70.9% | -46.6% |
| 1Y | -27.6% | +20.7% | -48.3% | -34.8% |
| 3Y | +218.0% | +23.1% | +194.9% | +176.9% |
| 5Y | +100.1% | -24.3% | +124.4% | +117.8% |
| 10Y | +615.8% | -0.6% | +616.4% | +590.3% |
| All | +615.8% | -3.3% | +619.1% | +590.3% |
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