-56.9%
KTOS vs OMC
+23.4%
-80.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.5% | -6.7% | -7.1% |
| 7D | -23.4% | +7.6% | -31.0% | -24.2% |
| 30D | -23.6% | +16.0% | -39.6% | -25.4% |
| 3M | -39.7% | +7.7% | -47.3% | -40.4% |
| 6M | -43.7% | +14.5% | -58.2% | -45.2% |
| YTD | -56.0% | +11.2% | -67.2% | -59.6% |
| 1Y | -56.9% | +23.6% | -80.4% | -60.1% |
| All | -56.9% | +23.4% | -80.3% | -60.1% |
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