-31.0%
KTOS vs OMC
+7.0%
-38.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | -0.5% |
| 7D | -2.4% | -4.4% | +2.0% | -1.7% |
| 30D | -26.8% | -7.6% | -19.2% | -26.0% |
| 3M | -20.6% | +4.5% | -25.1% | -21.3% |
| 6M | -47.5% | -0.3% | -47.2% | -48.0% |
| YTD | -38.5% | -0.1% | -38.4% | -41.2% |
| 1Y | -31.0% | +4.6% | -35.6% | -33.9% |
| All | -31.0% | +7.0% | -38.0% | -33.9% |
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