+97.5%
KTOS vs KIM
+35.9%
+61.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -2.4% | -1.7% | -0.6% | -1.5% |
| 30D | -26.8% | -3.0% | -23.9% | -25.8% |
| 3M | -20.6% | -8.9% | -11.7% | -17.5% |
| 6M | -47.5% | +2.4% | -49.9% | -48.6% |
| YTD | -38.5% | +18.3% | -56.8% | -44.4% |
| 1Y | -31.0% | +8.2% | -39.2% | -34.8% |
| 3Y | +216.5% | +44.0% | +172.5% | +146.9% |
| All | +97.5% | +35.9% | +61.6% | +62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling