-24.8%
KTOS vs KNX
+68.2%
-93.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.8% | -4.4% | -1.4% |
| 7D | -8.0% | +7.4% | -15.4% | -9.5% |
| 30D | -13.6% | +2.0% | -15.5% | -14.0% |
| 3M | -24.6% | -7.9% | -16.7% | -23.2% |
| 6M | -46.3% | +14.4% | -60.7% | -49.0% |
| YTD | -37.0% | +38.9% | -75.9% | -43.2% |
| 1Y | -24.8% | +65.9% | -90.7% | -34.7% |
| All | -24.8% | +68.2% | -93.0% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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