+103.6%
KTOS vs DOC
-24.0%
+127.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | -2.3% | -1.5% | -0.8% | -1.8% |
| 30D | -20.7% | -3.7% | -17.0% | -19.6% |
| 3M | -16.5% | +5.2% | -21.8% | -19.0% |
| 6M | -44.6% | +22.5% | -67.1% | -49.9% |
| YTD | -36.5% | +33.2% | -69.7% | -44.8% |
| 1Y | -24.9% | +19.8% | -44.7% | -31.7% |
| 3Y | +227.9% | +23.8% | +204.1% | +188.1% |
| 5Y | +103.6% | -25.4% | +129.0% | +133.8% |
| All | +103.6% | -24.0% | +127.6% | +133.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling