-24.8%
KTOS vs KIM
+10.4%
-35.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -8.0% | +0.4% | -8.5% | -8.0% |
| 30D | -13.6% | -4.0% | -9.6% | -13.8% |
| 3M | -24.6% | +0.5% | -25.1% | -25.7% |
| 6M | -46.3% | +3.6% | -50.0% | -47.5% |
| YTD | -37.0% | +20.4% | -57.4% | -39.8% |
| 1Y | -24.8% | +9.7% | -34.5% | -22.1% |
| All | -24.8% | +10.4% | -35.2% | -22.1% |
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