+216.5%
KTOS vs ODFL
-13.7%
+230.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -2.4% | -3.3% | +0.9% | -1.6% |
| 30D | -26.8% | -15.3% | -11.6% | -24.1% |
| 3M | -20.6% | -27.3% | +6.8% | -15.0% |
| 6M | -47.5% | -4.5% | -43.0% | -47.3% |
| YTD | -38.5% | +15.1% | -53.6% | -41.7% |
| 1Y | -31.0% | +21.1% | -52.1% | -35.6% |
| 3Y | +216.5% | -14.1% | +230.6% | +221.3% |
| All | +216.5% | -13.7% | +230.3% | +221.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 3y: compounded portfolio wealth divided by compounded ODFL 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…
3y analysis · Full analysis span regression · 6 months rolling