-60.1%
KTOS vs GGLL
-11.6%
-48.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +6.5% | -18.8% | -13.0% |
| 7D | -12.7% | -23.1% | +10.5% | -10.5% |
| 30D | -14.4% | -32.9% | +18.5% | -10.2% |
| 3M | -30.7% | -44.9% | +14.2% | -24.9% |
| 6M | -41.9% | -49.5% | +7.6% | -36.2% |
| YTD | -52.6% | -28.9% | -23.7% | -54.0% |
| 1Y | -60.1% | -12.2% | -47.9% | -63.6% |
| All | -60.1% | -11.6% | -48.5% | -63.6% |
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