+126.2%
KTOS vs JAAA
+29.4%
+96.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.8% |
| 7D | -2.4% | +0.1% | -2.4% | -2.5% |
| 30D | -26.8% | +0.5% | -27.4% | -27.7% |
| 3M | -20.6% | +1.3% | -21.8% | -22.6% |
| 6M | -47.5% | +2.8% | -50.3% | -50.4% |
| YTD | -38.5% | +3.3% | -41.8% | -42.3% |
| 1Y | -31.0% | +4.9% | -35.9% | -37.1% |
| 3Y | +216.5% | +19.0% | +197.6% | +148.1% |
| 5Y | +105.7% | +26.9% | +78.8% | +48.1% |
| All | +126.2% | +29.4% | +96.8% | +46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling