-24.8%
KTOS vs OMC
+9.8%
-34.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.2% |
| 7D | -8.0% | -6.4% | -1.6% | -7.1% |
| 30D | -13.6% | +1.1% | -14.7% | -13.7% |
| 3M | -24.6% | +10.4% | -35.0% | -25.9% |
| 6M | -46.3% | -1.7% | -44.6% | -47.1% |
| YTD | -37.0% | +4.4% | -41.4% | -40.0% |
| 1Y | -24.8% | +8.4% | -33.2% | -27.7% |
| All | -24.8% | +9.8% | -34.6% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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