-92.4%
KTOS vs M
+81.1%
-173.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.7% | +5.2% | +1.6% |
| 7D | -2.3% | -8.8% | +6.4% | -0.2% |
| 30D | -26.3% | -16.4% | -9.9% | -23.2% |
| 3M | -14.3% | -10.8% | -3.5% | -12.4% |
| 6M | -47.2% | +16.1% | -63.3% | -49.3% |
| YTD | -38.1% | -5.3% | -32.8% | -37.9% |
| 1Y | -28.4% | +24.9% | -53.3% | -33.3% |
| 3Y | +219.6% | +97.5% | +122.0% | +149.2% |
| 5Y | +107.0% | +20.4% | +86.6% | +70.9% |
| 10Y | +619.4% | -10.5% | +629.9% | +431.3% |
| All | -92.4% | +81.1% | -173.5% | -96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling