-31.0%
KTOS vs GTLB
-4.2%
-26.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.5% |
| 7D | -2.4% | -5.7% | +3.3% | -1.4% |
| 30D | -26.8% | +15.1% | -42.0% | -29.0% |
| 3M | -20.6% | +65.5% | -86.0% | -28.6% |
| 6M | -47.5% | +102.9% | -150.4% | -55.4% |
| YTD | -38.5% | +25.2% | -63.7% | -42.8% |
| 1Y | -31.0% | -5.5% | -25.5% | -28.5% |
| All | -31.0% | -4.2% | -26.8% | -28.5% |
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