-60.1%
KTOS vs P
+19.7%
-79.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -5.0% | -7.3% | -11.4% |
| 7D | -12.7% | -19.4% | +6.7% | -9.3% |
| 30D | -14.4% | -22.3% | +7.9% | -10.9% |
| 3M | -30.7% | +33.2% | -63.9% | -34.4% |
| 6M | -41.9% | +53.6% | -95.6% | -47.7% |
| YTD | -52.6% | +66.8% | -119.4% | -58.7% |
| 1Y | -60.1% | +17.5% | -77.7% | -65.3% |
| All | -60.1% | +19.7% | -79.9% | -65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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