-24.8%
KTOS vs P
+32.0%
-56.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.9% |
| 7D | -8.0% | +6.5% | -14.6% | -9.2% |
| 30D | -13.6% | +18.8% | -32.4% | -16.5% |
| 3M | -24.6% | +26.7% | -51.3% | -28.4% |
| 6M | -46.3% | +62.2% | -108.5% | -53.2% |
| YTD | -37.0% | +48.5% | -85.5% | -44.6% |
| 1Y | -24.8% | +26.4% | -51.2% | -37.1% |
| All | -24.8% | +32.0% | -56.8% | -37.1% |
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