-31.0%
KTOS vs KGC
+28.2%
-59.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.9% |
| 7D | -2.4% | -5.6% | +3.3% | -0.4% |
| 30D | -26.8% | +6.1% | -33.0% | -29.2% |
| 3M | -20.6% | +17.3% | -37.9% | -26.5% |
| 6M | -47.5% | -10.3% | -37.2% | -47.1% |
| YTD | -38.5% | +3.9% | -42.3% | -40.1% |
| 1Y | -31.0% | +25.7% | -56.7% | -32.7% |
| All | -31.0% | +28.2% | -59.2% | -32.7% |
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