+32.6%
KTOS vs GLXY
+3.8%
+28.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.9% |
| 7D | -2.4% | -7.3% | +5.0% | -0.5% |
| 30D | -26.8% | +15.7% | -42.6% | -30.2% |
| 3M | -20.6% | -26.7% | +6.1% | -15.4% |
| 6M | -47.5% | +13.7% | -61.2% | -51.7% |
| YTD | -38.5% | +9.1% | -47.6% | -44.1% |
| 1Y | -31.0% | -15.5% | -15.5% | -32.0% |
| All | +32.6% | +3.8% | +28.8% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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