-60.1%
KTOS vs KIM
+33.1%
-93.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +3.6% | -15.8% | -11.9% |
| 7D | -12.7% | +10.6% | -23.3% | -12.5% |
| 30D | -14.4% | +17.5% | -31.9% | -13.9% |
| 3M | -30.7% | +4.7% | -35.4% | -31.0% |
| 6M | -41.9% | +13.1% | -55.1% | -43.9% |
| YTD | -52.6% | +32.1% | -84.7% | -55.8% |
| 1Y | -60.1% | +32.7% | -92.8% | -63.0% |
| All | -60.1% | +33.1% | -93.3% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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