+625.0%
KTOS vs KEYS
+1,113.8%
-488.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.6% | -2.4% |
| 7D | -2.4% | +3.5% | -5.9% | -3.9% |
| 30D | -26.8% | -4.5% | -22.4% | -25.5% |
| 3M | -20.6% | -0.4% | -20.2% | -21.4% |
| 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% | -51.7% |
| 3Y | +216.5% | +155.2% | +61.4% | +90.0% |
| 5Y | +105.7% | +88.0% | +17.7% | +39.5% |
| 10Y | +615.0% | +1,046.8% | -431.8% | +87.8% |
| All | +625.0% | +1,113.8% | -488.8% | +73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling