+97.5%
KTOS vs M
+28.6%
+68.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.7% | -8.3% | -2.1% |
| 7D | -2.4% | -4.2% | +1.8% | -1.7% |
| 30D | -26.8% | -7.2% | -19.7% | -25.9% |
| 3M | -20.6% | -11.1% | -9.4% | -19.2% |
| 6M | -47.5% | +28.8% | -76.3% | -50.0% |
| YTD | -38.5% | +2.0% | -40.5% | -39.2% |
| 1Y | -31.0% | +31.3% | -62.3% | -35.2% |
| 3Y | +216.5% | +119.1% | +97.5% | +149.5% |
| All | +97.5% | +28.6% | +68.9% | +74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling