+606.4%
KTOS vs OVV
+56.5%
+549.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -2.4% | -1.7% | -0.7% | -2.0% |
| 30D | -26.8% | +0.8% | -27.6% | -27.0% |
| 3M | -20.6% | +13.3% | -33.8% | -22.9% |
| 6M | -47.5% | +16.9% | -64.4% | -49.7% |
| YTD | -38.5% | +64.3% | -102.8% | -45.0% |
| 1Y | -31.0% | +54.2% | -85.2% | -37.6% |
| 3Y | +216.5% | +51.3% | +165.2% | +181.5% |
| 5Y | +105.7% | +154.3% | -48.6% | +61.7% |
| All | +606.4% | +56.5% | +549.8% | +370.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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