-31.0%
KTOS vs GLDM
+19.9%
-50.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -1.0% |
| 7D | -2.4% | -2.0% | -0.4% | -1.1% |
| 30D | -26.8% | -1.5% | -25.3% | -26.3% |
| 3M | -20.6% | +3.3% | -23.9% | -22.8% |
| 6M | -47.5% | -16.2% | -31.3% | -42.2% |
| YTD | -38.5% | +0.7% | -39.2% | -38.4% |
| 1Y | -31.0% | +19.4% | -50.4% | -43.8% |
| All | -31.0% | +19.9% | -50.9% | -43.8% |
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