+216.5%
KTOS vs INCY
+89.7%
+126.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.5% |
| 7D | -2.4% | -4.2% | +1.8% | -2.1% |
| 30D | -26.8% | +0.6% | -27.4% | -26.9% |
| 3M | -20.6% | +12.6% | -33.2% | -21.2% |
| 6M | -47.5% | +28.3% | -75.8% | -48.5% |
| YTD | -38.5% | +23.0% | -61.5% | -39.5% |
| 1Y | -31.0% | +41.0% | -72.0% | -32.4% |
| 3Y | +216.5% | +88.6% | +128.0% | +188.4% |
| All | +216.5% | +89.7% | +126.8% | +188.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling