+606.4%
KTOS vs GME
+285.6%
+320.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.3% | -0.8% |
| 7D | -2.4% | +10.4% | -12.7% | -2.8% |
| 30D | -26.8% | +14.1% | -40.9% | -27.3% |
| 3M | -20.6% | -4.6% | -15.9% | -20.5% |
| 6M | -47.5% | -13.5% | -34.0% | -47.2% |
| YTD | -38.5% | +5.3% | -43.8% | -38.7% |
| 1Y | -31.0% | -14.9% | -16.1% | -30.7% |
| 3Y | +216.5% | +24.3% | +192.3% | +195.6% |
| 5Y | +105.7% | -55.6% | +161.3% | +95.8% |
| All | +606.4% | +285.6% | +320.7% | +342.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 10y: compounded portfolio wealth divided by compounded GME 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…
10y analysis · Full analysis span regression · 6 months rolling