+107.0%
KTOS vs GLDM
+139.5%
-32.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +1.4% |
| 7D | -2.3% | -3.4% | +1.1% | -0.6% |
| 30D | -26.3% | -1.1% | -25.2% | -26.0% |
| 3M | -14.3% | +5.9% | -20.2% | -16.8% |
| 6M | -47.2% | -16.9% | -30.3% | -42.9% |
| YTD | -38.1% | +0.2% | -38.3% | -37.8% |
| 1Y | -28.4% | +18.6% | -47.0% | -32.4% |
| 3Y | +219.6% | +124.6% | +95.0% | +128.9% |
| 5Y | +107.0% | +140.6% | -33.6% | +44.3% |
| All | +107.0% | +139.5% | -32.6% | +44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling