-24.8%
KTOS vs KEY
+21.3%
-46.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.8% |
| 7D | -8.0% | +2.2% | -10.2% | -9.4% |
| 30D | -13.6% | -3.0% | -10.6% | -11.8% |
| 3M | -24.6% | +3.3% | -27.9% | -27.1% |
| 6M | -46.3% | +9.2% | -55.5% | -49.9% |
| YTD | -37.0% | +10.6% | -47.7% | -41.4% |
| 1Y | -24.8% | +20.4% | -45.2% | -33.9% |
| All | -24.8% | +21.3% | -46.1% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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