-56.9%
KTOS vs DVA
+62.8%
-119.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.1% | -8.3% | -7.1% |
| 7D | -23.4% | +0.8% | -24.2% | -23.2% |
| 30D | -23.6% | +8.0% | -31.6% | -23.1% |
| 3M | -39.7% | +3.2% | -42.9% | -39.4% |
| 6M | -43.7% | +24.1% | -67.8% | -44.6% |
| YTD | -56.0% | +71.5% | -127.5% | -56.5% |
| 1Y | -56.9% | +60.8% | -117.7% | -56.8% |
| All | -56.9% | +62.8% | -119.6% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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