-51.5%
KTOS vs GFI
+6.8%
-58.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.5% | +1.6% | +3.9% |
| 7D | -14.6% | +19.0% | -33.6% | -20.2% |
| 30D | -16.3% | +11.8% | -28.1% | -20.0% |
| 3M | -38.9% | +7.3% | -46.1% | -41.8% |
| 6M | -42.9% | -13.3% | -29.7% | -41.8% |
| YTD | -53.8% | -5.6% | -48.2% | -57.7% |
| 1Y | -51.5% | +9.2% | -60.7% | -60.2% |
| All | -51.5% | +6.8% | -58.3% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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