+307.5%
KTOS vs GLDM
+245.4%
+62.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -4.0% | -3.5% |
| 7D | -2.2% | +0.2% | -2.3% | -2.3% |
| 30D | -25.1% | +0.3% | -25.4% | -25.3% |
| 3M | -16.8% | +3.3% | -20.1% | -18.1% |
| 6M | -49.5% | -14.5% | -35.0% | -46.2% |
| YTD | -38.4% | +1.9% | -40.4% | -38.7% |
| 1Y | -27.6% | +21.1% | -48.7% | -32.3% |
| 3Y | +218.0% | +128.6% | +89.4% | +131.7% |
| 5Y | +100.1% | +143.8% | -43.7% | +40.9% |
| All | +307.5% | +245.4% | +62.1% | +196.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling