+606.4%
KTOS vs LUMN
-55.8%
+662.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.9% |
| 7D | -2.4% | +2.5% | -4.9% | -2.7% |
| 30D | -26.8% | +10.3% | -37.2% | -27.9% |
| 3M | -20.6% | -18.3% | -2.3% | -18.9% |
| 6M | -47.5% | +4.4% | -51.9% | -48.3% |
| YTD | -38.5% | -10.7% | -27.8% | -38.6% |
| 1Y | -31.0% | +14.0% | -45.0% | -34.0% |
| 3Y | +216.5% | +406.6% | -190.0% | +108.3% |
| 5Y | +105.7% | -36.8% | +142.5% | +111.9% |
| All | +606.4% | -55.8% | +662.2% | +572.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 10y: compounded portfolio wealth divided by compounded LUMN 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…
10y analysis · Full analysis span regression · 6 months rolling