+216.5%
KTOS vs KEYS
+154.3%
+62.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.6% | -2.0% |
| 7D | -2.4% | +3.5% | -5.9% | -3.5% |
| 30D | -26.8% | -4.5% | -22.4% | -25.8% |
| 3M | -20.6% | -0.4% | -20.2% | -21.4% |
| 6M | -47.5% | +19.1% | -66.6% | -51.5% |
| YTD | -38.5% | +66.7% | -105.2% | -50.9% |
| 1Y | -31.0% | +96.5% | -127.5% | -48.9% |
| 3Y | +216.5% | +155.2% | +61.4% | +113.1% |
| All | +216.5% | +154.3% | +62.2% | +113.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling