-60.1%
KTOS vs DRI
+34.0%
-94.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +5.1% | -17.4% | -12.8% |
| 7D | -12.7% | +6.5% | -19.1% | -13.4% |
| 30D | -14.4% | +16.4% | -30.8% | -16.6% |
| 3M | -30.7% | +13.6% | -44.3% | -32.2% |
| 6M | -41.9% | +22.0% | -63.9% | -44.6% |
| YTD | -52.6% | +29.3% | -81.9% | -57.7% |
| 1Y | -60.1% | +32.0% | -92.2% | -65.2% |
| All | -60.1% | +34.0% | -94.1% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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