-31.0%
KTOS vs GRMN
+21.5%
-52.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.2% | -4.9% | -1.7% |
| 7D | -2.4% | +2.4% | -4.8% | -3.0% |
| 30D | -26.8% | -8.5% | -18.4% | -25.2% |
| 3M | -20.6% | +19.5% | -40.0% | -26.0% |
| 6M | -47.5% | +21.2% | -68.7% | -51.3% |
| YTD | -38.5% | +41.0% | -79.5% | -46.7% |
| 1Y | -31.0% | +19.6% | -50.6% | -37.2% |
| All | -31.0% | +21.5% | -52.5% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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