-51.5%
KTOS vs GPN
+24.6%
-76.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.5% | +2.6% | +4.7% |
| 7D | -14.6% | +0.6% | -15.2% | -14.6% |
| 30D | -16.3% | +20.1% | -36.4% | -18.9% |
| 3M | -38.9% | +11.4% | -50.2% | -40.0% |
| 6M | -42.9% | +40.8% | -83.8% | -47.8% |
| YTD | -53.8% | +27.1% | -80.9% | -56.8% |
| 1Y | -51.5% | +29.2% | -80.7% | -55.1% |
| All | -51.5% | +24.6% | -76.1% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 1y: compounded portfolio wealth divided by compounded GPN 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…
1y analysis · Full analysis span regression · 6 months rolling