+216.5%
KTOS vs GDDY
+30.8%
+185.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -0.7% |
| 7D | -2.4% | -3.2% | +0.8% | -2.2% |
| 30D | -26.8% | +6.8% | -33.6% | -27.3% |
| 3M | -20.6% | +30.5% | -51.0% | -23.5% |
| 6M | -47.5% | +13.3% | -60.8% | -48.6% |
| YTD | -38.5% | -21.0% | -17.5% | -36.3% |
| 1Y | -31.0% | -34.0% | +3.0% | -25.8% |
| 3Y | +216.5% | +33.1% | +183.5% | +265.5% |
| All | +216.5% | +30.8% | +185.8% | +265.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 3y: compounded portfolio wealth divided by compounded GDDY 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…
3y analysis · Full analysis span regression · 6 months rolling