-60.1%
KTOS vs GLDM
+2.8%
-62.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +3.7% | -15.9% | -14.8% |
| 7D | -12.7% | -0.3% | -12.4% | -12.7% |
| 30D | -14.4% | -1.9% | -12.6% | -13.3% |
| 3M | -30.7% | -0.4% | -30.3% | -31.2% |
| 6M | -41.9% | -10.1% | -31.9% | -37.6% |
| YTD | -52.6% | -5.8% | -46.8% | -53.5% |
| 1Y | -60.1% | +3.1% | -63.2% | -64.5% |
| All | -60.1% | +2.8% | -62.9% | -64.5% |
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