-24.8%
KTOS vs DOCU
-9.0%
-15.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.3% | -0.5% |
| 7D | -8.0% | +6.9% | -14.9% | -8.0% |
| 30D | -13.6% | +19.0% | -32.6% | -13.5% |
| 3M | -24.6% | +34.3% | -58.9% | -24.5% |
| 6M | -46.3% | +48.0% | -94.4% | -46.3% |
| YTD | -37.0% | 0.0% | -37.0% | -35.0% |
| 1Y | -24.8% | -10.3% | -14.5% | -22.5% |
| All | -24.8% | -9.0% | -15.8% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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