-53.6%
KTOS vs KNX
+35.8%
-89.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.6% | -2.9% |
| 7D | -10.4% | -1.1% | -9.3% | -10.2% |
| 30D | -13.3% | -3.7% | -9.7% | -12.6% |
| 3M | -41.2% | -9.3% | -31.9% | -39.9% |
| 6M | -36.6% | -2.5% | -34.1% | -37.5% |
| YTD | -51.6% | +19.8% | -71.5% | -56.0% |
| 1Y | -53.6% | +37.3% | -90.9% | -59.9% |
| All | -53.6% | +35.8% | -89.4% | -59.9% |
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