+100.1%
KTOS vs DOCU
-77.1%
+177.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.1% | -2.8% |
| 7D | -2.2% | -1.4% | -0.7% | -1.9% |
| 30D | -25.1% | +8.1% | -33.2% | -26.6% |
| 3M | -16.8% | +43.0% | -59.8% | -23.9% |
| 6M | -49.5% | +32.4% | -81.8% | -53.3% |
| YTD | -38.4% | -5.8% | -32.7% | -39.0% |
| 1Y | -27.6% | -19.2% | -8.4% | -25.9% |
| 3Y | +218.0% | +28.4% | +189.6% | +178.1% |
| 5Y | +100.1% | -77.1% | +177.2% | +103.2% |
| All | +100.1% | -77.1% | +177.2% | +103.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling