-60.1%
KTOS vs LTH
+84.0%
-144.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +6.3% | -18.6% | -13.9% |
| 7D | -12.7% | +9.9% | -22.5% | -15.1% |
| 30D | -14.4% | +18.3% | -32.7% | -18.6% |
| 3M | -30.7% | +5.9% | -36.6% | -32.1% |
| 6M | -41.9% | +80.3% | -122.3% | -55.2% |
| YTD | -52.6% | +78.3% | -130.9% | -65.0% |
| 1Y | -60.1% | +81.0% | -141.2% | -71.2% |
| All | -60.1% | +84.0% | -144.2% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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