-56.9%
KTOS vs OTIS
-10.5%
-46.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.4% | -6.8% | -7.2% |
| 7D | -23.4% | +6.5% | -29.9% | -23.3% |
| 30D | -23.6% | +19.6% | -43.2% | -24.1% |
| 3M | -39.7% | +9.4% | -49.1% | -39.4% |
| 6M | -43.7% | +6.4% | -50.1% | -43.1% |
| YTD | -56.0% | -7.5% | -48.5% | -53.5% |
| 1Y | -56.9% | -11.0% | -45.9% | -54.3% |
| All | -56.9% | -10.5% | -46.3% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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