-56.9%
KTOS vs JAAA
+4.8%
-61.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | 0.0% | -7.1% | -7.1% |
| 7D | -23.4% | +0.2% | -23.6% | -24.6% |
| 30D | -23.6% | +0.4% | -24.0% | -26.9% |
| 3M | -39.7% | +1.2% | -40.8% | -46.9% |
| 6M | -43.7% | +2.3% | -46.0% | -56.6% |
| YTD | -56.0% | +3.9% | -59.9% | -67.8% |
| 1Y | -56.9% | +4.8% | -61.6% | -69.1% |
| All | -56.9% | +4.8% | -61.6% | -69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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