-92.5%
KTOS vs GSK
+155.6%
-248.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.4% | -3.5% | +1.2% | -1.4% |
| 30D | -26.8% | -3.4% | -23.4% | -26.2% |
| 3M | -20.6% | -8.1% | -12.4% | -18.8% |
| 6M | -47.5% | -11.1% | -36.4% | -45.8% |
| YTD | -38.5% | +0.7% | -39.2% | -39.3% |
| 1Y | -31.0% | +20.1% | -51.1% | -35.8% |
| 3Y | +216.5% | +46.1% | +170.4% | +170.2% |
| 5Y | +105.7% | +48.2% | +57.4% | +71.1% |
| 10Y | +615.0% | +80.1% | +534.9% | +456.2% |
| All | -92.5% | +155.6% | -248.1% | -94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling