-52.1%
KTOS vs LYV
+25.7%
-77.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.5% |
| 7D | +2.0% | -1.6% | +3.7% | +2.6% |
| 30D | -11.8% | +6.2% | -18.0% | -14.2% |
| 3M | -42.4% | -1.7% | -40.7% | -42.2% |
| 6M | -35.6% | +10.5% | -46.1% | -39.5% |
| YTD | -51.7% | +26.4% | -78.1% | -58.3% |
| 1Y | -52.1% | +27.0% | -79.1% | -59.0% |
| All | -52.1% | +25.7% | -77.8% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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