-60.1%
KTOS vs LBRT
-25.0%
-35.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -11.2% | -1.1% | -10.1% |
| 7D | -12.7% | -25.3% | +12.7% | -8.2% |
| 30D | -14.4% | -32.9% | +18.5% | -8.7% |
| 3M | -30.7% | -33.3% | +2.7% | -26.1% |
| 6M | -41.9% | -61.0% | +19.0% | -33.1% |
| YTD | -52.6% | -28.0% | -24.6% | -55.5% |
| 1Y | -60.1% | -21.5% | -38.6% | -63.7% |
| All | -60.1% | -25.0% | -35.1% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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