+216.5%
KTOS vs GPN
-27.4%
+243.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.4% | -4.3% | +2.0% | -1.3% |
| 30D | -26.8% | 0.0% | -26.9% | -27.0% |
| 3M | -20.6% | +35.8% | -56.4% | -27.7% |
| 6M | -47.5% | +22.0% | -69.5% | -50.8% |
| YTD | -38.5% | +15.2% | -53.7% | -41.8% |
| 1Y | -31.0% | +3.5% | -34.5% | -32.9% |
| 3Y | +216.5% | -26.9% | +243.5% | +245.4% |
| All | +216.5% | -27.4% | +243.9% | +245.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling