+97.5%
KTOS vs GPC
+29.4%
+68.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.5% |
| 7D | -2.4% | -3.2% | +0.8% | -1.5% |
| 30D | -26.8% | +0.5% | -27.4% | -27.0% |
| 3M | -20.6% | +31.7% | -52.3% | -27.4% |
| 6M | -47.5% | +24.7% | -72.2% | -51.3% |
| YTD | -38.5% | +11.8% | -50.3% | -42.2% |
| 1Y | -31.0% | -3.0% | -28.0% | -32.0% |
| 3Y | +216.5% | -1.1% | +217.7% | +198.3% |
| All | +97.5% | +29.4% | +68.1% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 5y: compounded portfolio wealth divided by compounded GPC 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…
5y analysis · Full analysis span regression · 6 months rolling