+97.5%
KTOS vs LYV
+93.4%
+4.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.6% |
| 7D | -2.4% | -1.9% | -0.4% | -1.6% |
| 30D | -26.8% | -8.2% | -18.7% | -24.4% |
| 3M | -20.6% | -1.3% | -19.3% | -20.6% |
| 6M | -47.5% | +2.6% | -50.1% | -48.5% |
| YTD | -38.5% | +19.4% | -57.9% | -43.4% |
| 1Y | -31.0% | -2.2% | -28.8% | -31.4% |
| 3Y | +216.5% | +106.0% | +110.5% | +132.5% |
| All | +97.5% | +93.4% | +4.2% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling