-31.0%
KTOS vs LTH
+45.2%
-76.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.6% |
| 7D | -2.4% | -4.0% | +1.6% | -1.4% |
| 30D | -26.8% | -5.3% | -21.5% | -25.9% |
| 3M | -20.6% | +19.0% | -39.6% | -25.9% |
| 6M | -47.5% | +55.8% | -103.3% | -55.6% |
| YTD | -38.5% | +56.1% | -94.6% | -48.9% |
| 1Y | -31.0% | +41.3% | -72.3% | -42.5% |
| All | -31.0% | +45.2% | -76.2% | -42.5% |
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