-92.4%
KTOS vs LII
+5,509.1%
-5,601.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.8% |
| 7D | -2.3% | -3.5% | +1.2% | -0.9% |
| 30D | -26.3% | -13.5% | -12.8% | -21.9% |
| 3M | -14.3% | -26.0% | +11.7% | -4.4% |
| 6M | -47.2% | -26.8% | -20.4% | -41.1% |
| YTD | -38.1% | -22.9% | -15.3% | -32.8% |
| 1Y | -28.4% | -32.6% | +4.2% | -18.0% |
| 3Y | +219.6% | -1.3% | +220.9% | +205.9% |
| 5Y | +107.0% | +23.1% | +83.9% | +78.2% |
| 10Y | +619.4% | +169.2% | +450.3% | +354.1% |
| All | -92.4% | +5,509.1% | -5,601.5% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling