+216.5%
KTOS vs OVV
+51.0%
+165.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -23.5% |
| 6M | -47.5% | +16.9% | -64.4% | -50.4% |
| YTD | -38.5% | +64.3% | -102.8% | -47.7% |
| 1Y | -31.0% | +54.2% | -85.2% | -40.5% |
| 3Y | +216.5% | +51.3% | +165.2% | +165.4% |
| All | +216.5% | +51.0% | +165.5% | +165.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling