-92.5%
KTOS vs KGC
+403.1%
-495.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.6% |
| 7D | -2.4% | -5.6% | +3.3% | -2.1% |
| 30D | -26.8% | +6.1% | -33.0% | -27.1% |
| 3M | -20.6% | +17.3% | -37.9% | -21.2% |
| 6M | -47.5% | -10.3% | -37.2% | -47.3% |
| YTD | -38.5% | +3.9% | -42.3% | -38.6% |
| 1Y | -31.0% | +25.7% | -56.7% | -31.6% |
| 3Y | +216.5% | +526.0% | -309.4% | +198.3% |
| 5Y | +105.7% | +455.5% | -349.8% | +93.6% |
| 10Y | +615.0% | +680.7% | -65.7% | +567.9% |
| All | -92.5% | +403.1% | -495.6% | -91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling