+216.5%
KTOS vs LII
-3.5%
+220.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.1% | +0.1% |
| 7D | -2.4% | -6.3% | +3.9% | +0.1% |
| 30D | -26.8% | -13.0% | -13.8% | -22.7% |
| 3M | -20.6% | -29.0% | +8.5% | -10.2% |
| 6M | -47.5% | -27.7% | -19.8% | -41.4% |
| YTD | -38.5% | -24.2% | -14.3% | -33.2% |
| 1Y | -31.0% | -34.8% | +3.8% | -20.6% |
| 3Y | +216.5% | -4.2% | +220.8% | +217.2% |
| All | +216.5% | -3.5% | +220.1% | +217.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling