+216.5%
KTOS vs JBL
+195.4%
+21.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.0% | -5.7% | -2.2% |
| 7D | -2.4% | +2.4% | -4.8% | -3.2% |
| 30D | -26.8% | -13.1% | -13.7% | -23.6% |
| 3M | -20.6% | -15.6% | -5.0% | -17.0% |
| 6M | -47.5% | +24.6% | -72.1% | -51.4% |
| YTD | -38.5% | +39.6% | -78.1% | -45.1% |
| 1Y | -31.0% | +48.6% | -79.6% | -39.8% |
| 3Y | +216.5% | +197.3% | +19.3% | +137.7% |
| All | +216.5% | +195.4% | +21.1% | +137.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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