-16.7%
KTOS vs OVV
+159.7%
-176.4%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | -2.3% | -2.9% | +0.6% | -1.7% |
| 30D | -26.3% | +0.9% | -27.1% | -26.5% |
| 3M | -14.3% | +11.0% | -25.3% | -16.7% |
| 6M | -47.2% | +22.3% | -69.5% | -50.0% |
| YTD | -38.1% | +65.1% | -103.2% | -45.1% |
| 1Y | -28.4% | +53.1% | -81.6% | -35.6% |
| 3Y | +219.6% | +46.7% | +172.9% | +184.2% |
| 5Y | +107.0% | +155.5% | -48.5% | +58.5% |
| 10Y | +619.4% | +55.6% | +563.9% | +377.1% |
| All | -16.7% | +159.7% | -176.4% | -60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling