+119.6%
KTOS vs DOC
+49.4%
+70.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.8% | +5.6% | +6.9% |
| 7D | -6.3% | +5.9% | -12.2% | -7.8% |
| 30D | -11.0% | +10.3% | -21.3% | -13.5% |
| 3M | -38.0% | -2.2% | -35.8% | -37.7% |
| 6M | -34.9% | +8.2% | -43.1% | -36.9% |
| YTD | -50.3% | +35.4% | -85.7% | -55.3% |
| 1Y | -51.6% | +23.6% | -75.2% | -55.2% |
| 3Y | +119.6% | +57.3% | +62.4% | +92.3% |
| All | +119.6% | +49.4% | +70.3% | +92.3% |
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 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