+216.5%
KTOS vs KNX
+34.6%
+182.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.2% |
| 7D | -2.4% | -5.6% | +3.2% | -0.8% |
| 30D | -26.8% | -4.4% | -22.4% | -26.0% |
| 3M | -20.6% | -17.3% | -3.2% | -16.6% |
| 6M | -47.5% | +22.6% | -70.1% | -51.0% |
| YTD | -38.5% | +31.1% | -69.6% | -44.2% |
| 1Y | -31.0% | +60.2% | -91.2% | -41.5% |
| 3Y | +216.5% | +35.8% | +180.8% | +194.7% |
| All | +216.5% | +34.6% | +182.0% | +194.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling