-93.9%
KTOS vs DOC
+776.4%
-870.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.8% | +5.6% | +6.9% |
| 7D | -6.3% | +5.9% | -12.2% | -7.9% |
| 30D | -11.0% | +10.3% | -21.3% | -13.5% |
| 3M | -38.0% | -2.2% | -35.8% | -37.8% |
| 6M | -34.9% | +8.2% | -43.1% | -36.7% |
| YTD | -50.3% | +35.4% | -85.7% | -54.8% |
| 1Y | -51.6% | +23.6% | -75.2% | -54.9% |
| 3Y | +119.6% | +57.3% | +62.4% | +89.6% |
| 5Y | +70.0% | -19.6% | +89.6% | +75.5% |
| 10Y | +505.0% | +20.8% | +484.2% | +457.8% |
| All | -93.9% | +776.4% | -870.3% | -95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling