-53.5%
KTOS vs INCY
+20.5%
-74.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +4.5% | -16.7% | -12.5% |
| 7D | -12.7% | +5.1% | -17.8% | -13.0% |
| 30D | -14.4% | +7.6% | -22.1% | -15.1% |
| 3M | -30.7% | +1.9% | -32.5% | -30.8% |
| 6M | -41.9% | +26.5% | -68.4% | -44.7% |
| YTD | -52.6% | +24.4% | -77.0% | -56.1% |
| All | -53.5% | +20.5% | -74.1% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 INCY 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