-24.8%
KTOS vs LII
-28.2%
+3.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.7% | -1.1% |
| 7D | -8.0% | -0.7% | -7.3% | -7.8% |
| 30D | -13.6% | -12.6% | -1.0% | -8.8% |
| 3M | -24.6% | -24.4% | -0.1% | -16.4% |
| 6M | -46.3% | -28.7% | -17.6% | -39.4% |
| YTD | -37.0% | -19.1% | -17.9% | -35.0% |
| 1Y | -24.8% | -29.7% | +4.9% | -14.9% |
| All | -24.8% | -28.2% | +3.4% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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