-24.8%
KTOS vs LDOS
-24.0%
-0.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -1.1% |
| 7D | -8.0% | -5.4% | -2.6% | -3.2% |
| 30D | -13.6% | +4.9% | -18.5% | -17.3% |
| 3M | -24.6% | +7.2% | -31.8% | -29.6% |
| 6M | -46.3% | -24.2% | -22.1% | -27.6% |
| YTD | -37.0% | -25.8% | -11.2% | -16.2% |
| 1Y | -24.8% | -24.7% | -0.1% | +11.6% |
| All | -24.8% | -24.0% | -0.8% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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