-31.0%
KTOS vs LII
-34.1%
+3.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.1% | +0.1% |
| 7D | -2.4% | -6.3% | +3.9% | +0.3% |
| 30D | -26.8% | -13.0% | -13.8% | -22.4% |
| 3M | -20.6% | -29.0% | +8.5% | -9.6% |
| 6M | -47.5% | -27.7% | -19.8% | -41.2% |
| YTD | -38.5% | -24.2% | -14.3% | -35.0% |
| 1Y | -31.0% | -34.8% | +3.8% | -18.4% |
| All | -31.0% | -34.1% | +3.1% | -18.4% |
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