+63.5%
KTOS vs KRMN
+17.6%
+45.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -2.1% |
| 7D | -2.4% | -11.8% | +9.4% | +4.6% |
| 30D | -26.8% | -43.0% | +16.2% | +1.3% |
| 3M | -20.6% | -28.8% | +8.3% | -4.0% |
| 6M | -47.5% | -66.3% | +18.9% | -4.3% |
| YTD | -38.5% | -51.8% | +13.3% | -6.8% |
| 1Y | -31.0% | -44.7% | +13.7% | -0.3% |
| All | +63.5% | +17.6% | +45.9% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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