-92.9%
KTOS vs ILMN
+1,285.1%
-1,378.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.9% |
| 7D | -2.3% | -9.2% | +6.9% | -0.4% |
| 30D | -26.3% | +4.4% | -30.7% | -27.1% |
| 3M | -14.3% | +23.9% | -38.2% | -18.5% |
| 6M | -47.2% | +64.5% | -111.7% | -52.6% |
| YTD | -38.1% | +53.5% | -91.6% | -44.1% |
| 1Y | -28.4% | +110.8% | -139.2% | -39.9% |
| 3Y | +219.6% | +30.7% | +188.9% | +187.8% |
| 5Y | +107.0% | -54.8% | +161.8% | +124.3% |
| 10Y | +619.4% | +25.5% | +593.9% | +521.9% |
| All | -92.9% | +1,285.1% | -1,378.0% | -97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling