+141.5%
KTOS vs ONTO
+696.1%
-554.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.6% | -5.2% | -2.1% |
| 7D | -2.4% | +4.9% | -7.3% | -4.0% |
| 30D | -26.8% | -16.6% | -10.2% | -22.9% |
| 3M | -20.6% | -7.3% | -13.2% | -21.6% |
| 6M | -47.5% | +45.9% | -93.4% | -56.3% |
| YTD | -38.5% | +78.2% | -116.7% | -52.0% |
| 1Y | -31.0% | +159.8% | -190.8% | -52.7% |
| 3Y | +216.5% | +123.4% | +93.1% | +95.2% |
| 5Y | +105.7% | +265.8% | -160.1% | -6.7% |
| All | +141.5% | +696.1% | -554.6% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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