+97.5%
KTOS vs GSK
+47.2%
+50.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.4% | -3.5% | +1.2% | -2.2% |
| 30D | -26.8% | -3.4% | -23.4% | -26.7% |
| 3M | -20.6% | -8.1% | -12.4% | -20.2% |
| 6M | -47.5% | -11.1% | -36.4% | -47.3% |
| YTD | -38.5% | +0.7% | -39.2% | -38.6% |
| 1Y | -31.0% | +20.1% | -51.1% | -32.1% |
| 3Y | +216.5% | +46.1% | +170.4% | +202.7% |
| All | +97.5% | +47.2% | +50.3% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 5y: compounded portfolio wealth divided by compounded GSK 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…
5y analysis · Full analysis span regression · 6 months rolling