-47.5%
KTOS vs ILMN
+69.2%
-116.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.1% |
| 7D | -2.4% | -5.4% | +3.0% | -1.3% |
| 30D | -26.8% | +7.0% | -33.9% | -28.0% |
| 3M | -20.6% | +24.2% | -44.8% | -27.1% |
| 6M | -47.5% | +69.9% | -117.4% | -59.7% |
| All | -47.5% | +69.2% | -116.7% | -59.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling