-47.5%
KTOS vs GPC
+24.8%
-72.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.5% |
| 7D | -2.4% | -3.2% | +0.8% | -1.3% |
| 30D | -26.8% | +0.5% | -27.4% | -27.1% |
| 3M | -20.6% | +31.7% | -52.3% | -32.2% |
| 6M | -47.5% | +24.7% | -72.2% | -54.8% |
| All | -47.5% | +24.8% | -72.3% | -54.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling