-92.5%
KTOS vs LNT
+1,337.1%
-1,429.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.4% | -1.0% | -1.3% | -2.0% |
| 30D | -26.8% | -4.2% | -22.6% | -25.7% |
| 3M | -20.6% | -6.7% | -13.9% | -18.8% |
| 6M | -47.5% | -3.6% | -43.9% | -47.1% |
| YTD | -38.5% | +5.9% | -44.4% | -40.2% |
| 1Y | -31.0% | +7.3% | -38.3% | -33.4% |
| 3Y | +216.5% | +46.5% | +170.1% | +168.5% |
| 5Y | +105.7% | +32.5% | +73.2% | +79.9% |
| 10Y | +615.0% | +147.9% | +467.1% | +392.4% |
| All | -92.5% | +1,337.1% | -1,429.6% | -96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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