-31.0%
KTOS vs M
+34.0%
-65.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.7% | -8.3% | -2.2% |
| 7D | -2.4% | -4.2% | +1.8% | -1.5% |
| 30D | -26.8% | -7.2% | -19.7% | -25.7% |
| 3M | -20.6% | -11.1% | -9.4% | -18.9% |
| 6M | -47.5% | +28.8% | -76.3% | -49.4% |
| YTD | -38.5% | +2.0% | -40.5% | -39.8% |
| 1Y | -31.0% | +31.3% | -62.3% | -34.4% |
| All | -31.0% | +34.0% | -65.0% | -34.4% |
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