-24.8%
KTOS vs LTH
+54.1%
-78.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -8.0% | -0.6% | -7.4% | -7.9% |
| 30D | -13.6% | -4.6% | -9.0% | -12.7% |
| 3M | -24.6% | +32.8% | -57.4% | -32.1% |
| 6M | -46.3% | +64.6% | -111.0% | -55.5% |
| YTD | -37.0% | +62.6% | -99.6% | -48.2% |
| 1Y | -24.8% | +49.9% | -74.7% | -37.3% |
| All | -24.8% | +54.1% | -78.9% | -37.3% |
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