+216.5%
KTOS vs GNRC
+61.6%
+154.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -1.4% |
| 7D | -2.4% | -0.2% | -2.2% | -2.3% |
| 30D | -26.8% | -15.7% | -11.1% | -23.7% |
| 3M | -20.6% | -27.3% | +6.8% | -15.3% |
| 6M | -47.5% | -12.1% | -35.4% | -47.4% |
| YTD | -38.5% | +37.1% | -75.6% | -46.8% |
| 1Y | -31.0% | -0.5% | -30.5% | -35.0% |
| 3Y | +216.5% | +61.5% | +155.0% | +181.7% |
| All | +216.5% | +61.6% | +154.9% | +181.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 3y: compounded portfolio wealth divided by compounded GNRC 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…
3y analysis · Full analysis span regression · 6 months rolling