-24.8%
KTOS vs KEYS
+98.0%
-122.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.0% |
| 7D | -8.0% | +2.3% | -10.3% | -8.6% |
| 30D | -13.6% | -2.6% | -11.0% | -13.0% |
| 3M | -24.6% | -4.6% | -19.9% | -24.7% |
| 6M | -46.3% | +8.7% | -55.1% | -48.7% |
| YTD | -37.0% | +61.0% | -98.0% | -47.2% |
| 1Y | -24.8% | +96.0% | -120.8% | -44.3% |
| All | -24.8% | +98.0% | -122.8% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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