-51.5%
KTOS vs KEYS
+45.9%
-97.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.4% | +0.7% | +3.8% |
| 7D | -14.6% | -11.4% | -3.2% | -11.3% |
| 30D | -16.3% | -28.7% | +12.3% | -8.6% |
| 3M | -38.9% | -19.2% | -19.6% | -35.3% |
| 6M | -42.9% | -25.8% | -17.2% | -39.2% |
| YTD | -53.8% | +33.9% | -87.7% | -59.8% |
| 1Y | -51.5% | +47.1% | -98.6% | -59.6% |
| All | -51.5% | +45.9% | -97.5% | -59.6% |
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