-53.5%
KTOS vs GAP
+10.6%
-64.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +8.0% | -20.3% | -13.6% |
| 7D | -12.7% | +8.0% | -20.6% | -13.9% |
| 30D | -14.4% | +2.7% | -17.1% | -14.8% |
| 3M | -30.7% | +16.0% | -46.7% | -33.1% |
| 6M | -41.9% | +2.0% | -44.0% | -42.5% |
| YTD | -52.6% | -4.4% | -48.2% | -53.7% |
| All | -53.5% | +10.6% | -64.1% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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