+74.9%
KTOS vs OSCR
-9.0%
+83.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -2.4% | +1.6% | -4.0% | -2.6% |
| 30D | -26.8% | +10.7% | -37.5% | -27.9% |
| 3M | -20.6% | +13.4% | -33.9% | -22.2% |
| 6M | -47.5% | +144.6% | -192.0% | -53.8% |
| YTD | -38.5% | +128.0% | -166.5% | -45.4% |
| 1Y | -31.0% | +68.7% | -99.7% | -37.1% |
| 3Y | +216.5% | +398.8% | -182.2% | +136.2% |
| 5Y | +105.7% | +87.3% | +18.4% | +54.3% |
| All | +74.9% | -9.0% | +83.8% | +53.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling