-92.4%
KTOS vs KEY
+95.3%
-187.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.3% | -1.8% | -0.6% | -1.9% |
| 30D | -26.3% | -3.3% | -23.0% | -25.7% |
| 3M | -14.3% | -0.2% | -14.1% | -14.4% |
| 6M | -47.2% | +12.1% | -59.3% | -48.6% |
| YTD | -38.1% | +8.4% | -46.5% | -39.3% |
| 1Y | -28.4% | +17.6% | -46.1% | -31.3% |
| 3Y | +219.6% | +123.3% | +96.3% | +157.7% |
| 5Y | +107.0% | +39.5% | +67.4% | +81.6% |
| 10Y | +619.4% | +169.3% | +450.1% | +425.9% |
| All | -92.4% | +95.3% | -187.7% | -95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling