-24.8%
KTOS vs GLDM
+24.7%
-49.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | +0.1% |
| 7D | -8.0% | -0.5% | -7.5% | -7.7% |
| 30D | -13.6% | +4.4% | -18.0% | -16.5% |
| 3M | -24.6% | -1.1% | -23.5% | -24.5% |
| 6M | -46.3% | -13.7% | -32.7% | -42.1% |
| YTD | -37.0% | +2.8% | -39.8% | -37.6% |
| 1Y | -24.8% | +24.8% | -49.6% | -29.9% |
| All | -24.8% | +24.7% | -49.5% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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