-47.5%
KTOS vs LII
-28.1%
-19.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.1% | +0.1% |
| 7D | -2.4% | -6.3% | +3.9% | +0.2% |
| 30D | -26.8% | -13.0% | -13.8% | -22.6% |
| 3M | -20.6% | -29.0% | +8.5% | -10.3% |
| 6M | -47.5% | -27.7% | -19.8% | -41.5% |
| All | -47.5% | -28.1% | -19.4% | -41.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling