-60.1%
KTOS vs M
+36.6%
-96.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +7.6% | -19.9% | -13.4% |
| 7D | -12.7% | +8.3% | -20.9% | -13.8% |
| 30D | -14.4% | +14.2% | -28.6% | -16.5% |
| 3M | -30.7% | -1.1% | -29.6% | -30.4% |
| 6M | -41.9% | +36.6% | -78.5% | -45.2% |
| YTD | -52.6% | +19.8% | -72.4% | -55.2% |
| 1Y | -60.1% | +37.2% | -97.3% | -62.0% |
| All | -60.1% | +36.6% | -96.7% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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