+97.5%
KTOS vs DRI
+65.5%
+32.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -1.0% |
| 7D | -2.4% | -3.2% | +0.9% | -1.3% |
| 30D | -26.8% | -7.8% | -19.0% | -24.9% |
| 3M | -20.6% | +0.4% | -20.9% | -21.1% |
| 6M | -47.5% | +4.8% | -52.3% | -48.8% |
| YTD | -38.5% | +16.7% | -55.2% | -42.6% |
| 1Y | -31.0% | +1.5% | -32.5% | -32.5% |
| 3Y | +216.5% | +56.3% | +160.3% | +149.2% |
| All | +97.5% | +65.5% | +32.0% | +49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling