+313.2%
KTOS vs LBRT
+34.6%
+278.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.9% | +6.4% | +1.6% |
| 7D | -2.3% | +2.3% | -4.6% | -2.8% |
| 30D | -26.3% | -2.9% | -23.4% | -25.9% |
| 3M | -14.3% | -26.1% | +11.8% | -10.4% |
| 6M | -47.2% | -26.2% | -21.0% | -45.1% |
| YTD | -38.1% | +13.7% | -51.8% | -41.1% |
| 1Y | -28.4% | +93.6% | -122.0% | -39.4% |
| 3Y | +219.6% | +23.2% | +196.4% | +184.6% |
| 5Y | +107.0% | +125.5% | -18.6% | +57.7% |
| All | +313.2% | +34.6% | +278.6% | +175.2% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling