-27.6%
KTOS vs DOC
+19.1%
-46.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.9% |
| 7D | -2.2% | -3.0% | +0.9% | -1.6% |
| 30D | -25.1% | -2.0% | -23.2% | -24.9% |
| 3M | -16.8% | +0.9% | -17.7% | -17.5% |
| 6M | -49.5% | +20.8% | -70.3% | -52.4% |
| YTD | -38.4% | +32.5% | -70.9% | -43.1% |
| 1Y | -27.6% | +20.7% | -48.3% | -31.0% |
| All | -27.6% | +19.1% | -46.7% | -31.0% |
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