+314.7%
KTOS vs GNRC
+2,082.9%
-1,768.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -1.6% |
| 7D | -2.4% | -0.2% | -2.2% | -2.3% |
| 30D | -26.8% | -15.7% | -11.1% | -22.7% |
| 3M | -20.6% | -27.3% | +6.8% | -13.1% |
| 6M | -47.5% | -12.1% | -35.4% | -46.8% |
| YTD | -38.5% | +37.1% | -75.6% | -47.1% |
| 1Y | -31.0% | -0.5% | -30.5% | -34.4% |
| 3Y | +216.5% | +61.5% | +155.0% | +145.1% |
| 5Y | +105.7% | -58.6% | +164.3% | +133.2% |
| 10Y | +615.0% | +446.3% | +168.7% | +223.2% |
| All | +314.7% | +2,082.9% | -1,768.3% | +15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling