-56.9%
KTOS vs KGC
-6.8%
-50.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.8% | -7.9% | -7.4% |
| 7D | -23.4% | 0.0% | -23.4% | -23.6% |
| 30D | -23.6% | -9.3% | -14.3% | -20.9% |
| 3M | -39.7% | -15.9% | -23.8% | -37.5% |
| 6M | -43.7% | -24.9% | -18.8% | -38.5% |
| YTD | -56.0% | -23.0% | -33.0% | -57.6% |
| 1Y | -56.9% | -9.9% | -46.9% | -64.3% |
| All | -56.9% | -6.8% | -50.1% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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