-24.8%
KTOS vs OTIS
-14.9%
-9.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -8.0% | -0.7% | -7.3% | -7.9% |
| 30D | -13.6% | -2.0% | -11.6% | -13.2% |
| 3M | -24.6% | +2.6% | -27.1% | -25.9% |
| 6M | -46.3% | -20.9% | -25.4% | -42.2% |
| YTD | -37.0% | -17.1% | -19.9% | -32.9% |
| 1Y | -24.8% | -15.9% | -8.9% | -18.5% |
| All | -24.8% | -14.9% | -9.9% | -18.5% |
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