+216.5%
KTOS vs KMX
-25.1%
+241.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.9% |
| 7D | -2.4% | -3.1% | +0.7% | -1.8% |
| 30D | -26.8% | +4.4% | -31.3% | -27.6% |
| 3M | -20.6% | +18.9% | -39.5% | -24.0% |
| 6M | -47.5% | +44.3% | -91.8% | -52.3% |
| YTD | -38.5% | +58.7% | -97.2% | -45.2% |
| 1Y | -31.0% | +0.1% | -31.1% | -34.6% |
| 3Y | +216.5% | -24.4% | +241.0% | +212.6% |
| All | +216.5% | -25.1% | +241.6% | +212.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 3y: compounded portfolio wealth divided by compounded KMX 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…
3y analysis · Full analysis span regression · 6 months rolling