+97.5%
KTOS vs DVA
+46.8%
+50.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -2.4% | -1.3% | -1.0% | -2.2% |
| 30D | -26.8% | 0.0% | -26.9% | -26.9% |
| 3M | -20.6% | -10.9% | -9.6% | -19.9% |
| 6M | -47.5% | +17.3% | -64.8% | -50.2% |
| YTD | -38.5% | +59.8% | -98.3% | -46.4% |
| 1Y | -31.0% | +36.3% | -67.3% | -37.5% |
| 3Y | +216.5% | +88.6% | +127.9% | +162.4% |
| All | +97.5% | +46.8% | +50.7% | +78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling