+227.9%
KTOS vs DOC
+22.9%
+205.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -2.3% | -1.5% | -0.8% | -1.9% |
| 30D | -20.7% | -3.7% | -17.0% | -20.0% |
| 3M | -16.5% | +5.2% | -21.8% | -18.3% |
| 6M | -44.6% | +22.5% | -67.1% | -48.5% |
| YTD | -36.5% | +33.2% | -69.7% | -42.6% |
| 1Y | -24.9% | +19.8% | -44.7% | -29.8% |
| 3Y | +227.9% | +23.8% | +204.1% | +200.2% |
| All | +227.9% | +22.9% | +205.0% | +200.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling