-92.5%
KTOS vs DRI
+3,211.3%
-3,303.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -0.9% |
| 7D | -2.4% | -3.2% | +0.9% | -1.5% |
| 30D | -26.8% | -7.8% | -19.0% | -25.3% |
| 3M | -20.6% | +0.4% | -20.9% | -20.9% |
| 6M | -47.5% | +4.8% | -52.3% | -48.5% |
| YTD | -38.5% | +16.7% | -55.2% | -41.4% |
| 1Y | -31.0% | +1.5% | -32.5% | -32.1% |
| 3Y | +216.5% | +56.3% | +160.3% | +173.6% |
| 5Y | +105.7% | +66.4% | +39.3% | +73.9% |
| 10Y | +615.0% | +354.6% | +260.4% | +347.4% |
| All | -92.5% | +3,211.3% | -3,303.8% | -95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling