-53.5%
KTOS vs GTLB
+11.4%
-65.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | 0.0% | -12.3% | -12.3% |
| 7D | -12.7% | -9.7% | -3.0% | -11.2% |
| 30D | -14.4% | +1.7% | -16.1% | -14.7% |
| 3M | -30.7% | +43.6% | -74.2% | -35.0% |
| 6M | -41.9% | +113.0% | -154.9% | -49.6% |
| YTD | -52.6% | +39.5% | -92.2% | -57.7% |
| All | -53.5% | +11.4% | -65.0% | -58.4% |
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