-56.9%
KTOS vs DUOL
-40.2%
-16.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.6% | -4.5% | -7.0% |
| 7D | -23.4% | +15.1% | -38.5% | -24.0% |
| 30D | -23.6% | +6.0% | -29.6% | -23.3% |
| 3M | -39.7% | +16.0% | -55.7% | -40.8% |
| 6M | -43.7% | +50.9% | -94.6% | -49.2% |
| YTD | -56.0% | -10.5% | -45.5% | -54.2% |
| 1Y | -56.9% | -39.6% | -17.3% | -49.6% |
| All | -56.9% | -40.2% | -16.6% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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