+97.5%
KTOS vs KEYS
+87.1%
+10.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.6% | -2.3% |
| 7D | -2.4% | +3.5% | -5.9% | -3.8% |
| 30D | -26.8% | -4.5% | -22.4% | -25.5% |
| 3M | -20.6% | -0.4% | -20.2% | -21.5% |
| 6M | -47.5% | +19.1% | -66.6% | -52.3% |
| YTD | -38.5% | +66.7% | -105.2% | -53.2% |
| 1Y | -31.0% | +96.5% | -127.5% | -51.8% |
| 3Y | +216.5% | +155.2% | +61.4% | +86.2% |
| All | +97.5% | +87.1% | +10.4% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling