+216.5%
KTOS vs GGLL
+240.6%
-24.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -4.0% | -1.3% |
| 7D | -2.4% | -0.3% | -2.1% | -2.3% |
| 30D | -26.8% | -4.0% | -22.9% | -26.3% |
| 3M | -20.6% | -15.5% | -5.0% | -19.0% |
| 6M | -47.5% | +7.6% | -55.1% | -49.5% |
| YTD | -38.5% | +2.0% | -40.5% | -40.5% |
| 1Y | -31.0% | +63.9% | -95.0% | -39.7% |
| 3Y | +216.5% | +239.7% | -23.1% | +132.6% |
| All | +216.5% | +240.6% | -24.1% | +132.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling