+744.3%
KTOS vs GDDY
+390.3%
+354.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.1% |
| 7D | -2.4% | -3.2% | +0.8% | -1.6% |
| 30D | -26.8% | +6.8% | -33.6% | -28.8% |
| 3M | -20.6% | +30.5% | -51.0% | -28.5% |
| 6M | -47.5% | +13.3% | -60.8% | -51.1% |
| YTD | -38.5% | -21.0% | -17.5% | -36.5% |
| 1Y | -31.0% | -34.0% | +3.0% | -24.5% |
| 3Y | +216.5% | +33.1% | +183.5% | +166.0% |
| 5Y | +105.7% | +30.3% | +75.4% | +70.9% |
| 10Y | +615.0% | +205.5% | +409.5% | +368.2% |
| All | +744.3% | +390.3% | +354.0% | +454.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling