-52.4%
KTOS vs OSCR
+99.3%
-151.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.9% | +2.5% | +5.9% |
| 7D | -6.3% | +3.7% | -10.0% | -8.0% |
| 30D | -11.0% | -3.7% | -7.3% | -10.8% |
| 3M | -38.0% | +15.2% | -53.2% | -42.1% |
| 6M | -34.9% | +50.8% | -85.7% | -47.4% |
| YTD | -50.3% | +123.7% | -174.0% | -67.3% |
| All | -52.4% | +99.3% | -151.7% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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