-24.8%
KTOS vs ILMN
+127.6%
-152.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.4% |
| 7D | -8.0% | +1.2% | -9.3% | -8.2% |
| 30D | -13.6% | +9.2% | -22.8% | -14.5% |
| 3M | -24.6% | +29.8% | -54.4% | -27.3% |
| 6M | -46.3% | +69.2% | -115.6% | -50.3% |
| YTD | -37.0% | +66.4% | -103.4% | -42.4% |
| 1Y | -24.8% | +123.4% | -148.2% | -33.6% |
| All | -24.8% | +127.6% | -152.4% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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