+606.4%
KTOS vs GAP
+31.2%
+575.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -1.2% |
| 7D | -2.4% | -4.1% | +1.7% | -1.5% |
| 30D | -26.8% | +6.2% | -33.1% | -28.1% |
| 3M | -20.6% | -0.7% | -19.9% | -20.9% |
| 6M | -47.5% | -7.1% | -40.4% | -47.1% |
| YTD | -38.5% | -14.1% | -24.4% | -37.4% |
| 1Y | -31.0% | -8.5% | -22.5% | -31.3% |
| 3Y | +216.5% | +115.4% | +101.2% | +135.8% |
| 5Y | +105.7% | +9.8% | +95.9% | +70.3% |
| All | +606.4% | +31.2% | +575.1% | +400.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling