+97.5%
KTOS vs JBL
+409.3%
-311.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.0% | -5.7% | -2.4% |
| 7D | -2.4% | +2.4% | -4.8% | -3.3% |
| 30D | -26.8% | -13.1% | -13.7% | -23.2% |
| 3M | -20.6% | -15.6% | -5.0% | -16.4% |
| 6M | -47.5% | +24.6% | -72.1% | -52.1% |
| YTD | -38.5% | +39.6% | -78.1% | -46.3% |
| 1Y | -31.0% | +48.6% | -79.6% | -41.4% |
| 3Y | +216.5% | +197.3% | +19.3% | +101.6% |
| All | +97.5% | +409.3% | -311.8% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling