+606.4%
KTOS vs LEN
+108.0%
+498.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.4% |
| 7D | -2.4% | -4.8% | +2.4% | -0.7% |
| 30D | -26.8% | -6.6% | -20.3% | -25.2% |
| 3M | -20.6% | -15.7% | -4.9% | -16.1% |
| 6M | -47.5% | -16.6% | -30.9% | -44.1% |
| YTD | -38.5% | -21.3% | -17.1% | -33.6% |
| 1Y | -31.0% | -42.0% | +11.0% | -17.4% |
| 3Y | +216.5% | -27.9% | +244.5% | +232.2% |
| 5Y | +105.7% | -10.7% | +116.4% | +91.7% |
| All | +606.4% | +108.0% | +498.3% | +391.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 10y: compounded portfolio wealth divided by compounded LEN 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…
10y analysis · Full analysis span regression · 6 months rolling