-24.8%
KTOS vs JAAA
+4.9%
-29.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -1.3% |
| 7D | -8.0% | +0.2% | -8.2% | -9.6% |
| 30D | -13.6% | +0.5% | -14.1% | -18.0% |
| 3M | -24.6% | +1.3% | -25.8% | -33.6% |
| 6M | -46.3% | +2.7% | -49.0% | -59.1% |
| YTD | -37.0% | +3.2% | -40.2% | -51.7% |
| 1Y | -24.8% | +4.9% | -29.7% | -41.4% |
| All | -24.8% | +4.9% | -29.7% | -41.4% |
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