-92.5%
KTOS vs DTE
+1,283.9%
-1,376.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.1% |
| 7D | -2.4% | -2.6% | +0.2% | -1.4% |
| 30D | -26.8% | -4.4% | -22.4% | -25.6% |
| 3M | -20.6% | -8.3% | -12.2% | -18.2% |
| 6M | -47.5% | -8.1% | -39.4% | -46.1% |
| YTD | -38.5% | +4.4% | -42.9% | -39.9% |
| 1Y | -31.0% | +0.2% | -31.2% | -31.6% |
| 3Y | +216.5% | +42.6% | +173.9% | +171.9% |
| 5Y | +105.7% | +31.5% | +74.2% | +81.5% |
| 10Y | +615.0% | +138.2% | +476.8% | +409.2% |
| All | -92.5% | +1,283.9% | -1,376.4% | -96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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