+290.2%
KTOS vs GGLL
+313.5%
-23.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.3% |
| 7D | -2.3% | -5.8% | +3.4% | -1.2% |
| 30D | -26.3% | -7.2% | -19.1% | -25.2% |
| 3M | -14.3% | -17.5% | +3.2% | -12.1% |
| 6M | -47.2% | +5.1% | -52.2% | -49.0% |
| YTD | -38.1% | -1.3% | -36.8% | -39.8% |
| 1Y | -28.4% | +60.2% | -88.7% | -37.5% |
| 3Y | +219.6% | +230.8% | -11.2% | +125.8% |
| All | +290.2% | +313.5% | -23.3% | +163.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling