-31.0%
KTOS vs LDOS
-28.1%
-2.9%
-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% | -0.1% | -0.1% |
| 7D | -2.4% | -3.1% | +0.8% | +0.5% |
| 30D | -26.8% | -8.2% | -18.6% | -20.8% |
| 3M | -20.6% | +5.9% | -26.5% | -25.3% |
| 6M | -47.5% | -25.2% | -22.3% | -28.6% |
| YTD | -38.5% | -28.1% | -10.4% | -15.9% |
| 1Y | -31.0% | -29.7% | -1.3% | +1.8% |
| All | -31.0% | -28.1% | -2.9% | +1.8% |
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