-24.8%
KTOS vs GTLB
+14.4%
-39.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -0.8% |
| 7D | -8.0% | +11.1% | -19.1% | -9.9% |
| 30D | -13.6% | +37.8% | -51.4% | -19.0% |
| 3M | -24.6% | +61.6% | -86.2% | -31.7% |
| 6M | -46.3% | +98.9% | -145.3% | -54.1% |
| YTD | -37.0% | +32.8% | -69.8% | -42.1% |
| 1Y | -24.8% | +14.7% | -39.5% | -24.7% |
| All | -24.8% | +14.4% | -39.2% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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