+97.5%
KTOS vs KEY
+38.4%
+59.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -2.4% | -1.5% | -0.8% | -1.8% |
| 30D | -26.8% | -3.7% | -23.2% | -25.9% |
| 3M | -20.6% | -1.3% | -19.3% | -20.4% |
| 6M | -47.5% | +13.3% | -60.8% | -49.7% |
| YTD | -38.5% | +9.0% | -47.4% | -40.3% |
| 1Y | -31.0% | +18.7% | -49.7% | -34.9% |
| 3Y | +216.5% | +125.3% | +91.3% | +138.6% |
| All | +97.5% | +38.4% | +59.1% | +62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling