-85.1%
KTOS vs GPN
+2,550.2%
-2,635.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.2% | +1.1% |
| 7D | -0.5% | -2.3% | +1.8% | +0.3% |
| 30D | -26.3% | -2.8% | -23.5% | -25.6% |
| 3M | -17.6% | +33.6% | -51.2% | -27.2% |
| 6M | -45.6% | +32.2% | -77.9% | -51.7% |
| YTD | -37.3% | +17.7% | -55.0% | -42.6% |
| 1Y | -31.2% | +7.1% | -38.3% | -34.9% |
| 3Y | +223.2% | -25.9% | +249.1% | +239.8% |
| 5Y | +115.5% | -41.5% | +157.0% | +141.4% |
| 10Y | +620.9% | +30.3% | +590.6% | +502.8% |
| All | -85.1% | +2,550.2% | -2,635.3% | -96.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling