-24.8%
KTOS vs GGLL
+80.0%
-104.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.2% |
| 7D | -8.0% | -4.8% | -3.3% | -7.3% |
| 30D | -13.6% | -13.7% | +0.1% | -11.5% |
| 3M | -24.6% | -21.9% | -2.7% | -21.6% |
| 6M | -46.3% | +11.7% | -58.0% | -49.5% |
| YTD | -37.0% | +2.3% | -39.3% | -40.3% |
| 1Y | -24.8% | +76.2% | -101.0% | -32.0% |
| All | -24.8% | +80.0% | -104.8% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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