+97.5%
KTOS vs OTIS
-17.8%
+115.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.4% |
| 7D | -2.4% | -3.0% | +0.6% | -1.1% |
| 30D | -26.8% | -6.0% | -20.8% | -24.8% |
| 3M | -20.6% | -0.9% | -19.7% | -20.9% |
| 6M | -47.5% | -17.3% | -30.2% | -42.9% |
| YTD | -38.5% | -19.6% | -18.9% | -32.5% |
| 1Y | -31.0% | -21.0% | -10.0% | -23.6% |
| 3Y | +216.5% | -12.1% | +228.6% | +208.8% |
| All | +97.5% | -17.8% | +115.3% | +78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling