+606.4%
KTOS vs P
+718.8%
-112.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -5.0% | -1.8% |
| 7D | -2.4% | -1.3% | -1.0% | -2.1% |
| 30D | -26.8% | -11.9% | -15.0% | -24.5% |
| 3M | -20.6% | +41.6% | -62.2% | -28.7% |
| 6M | -47.5% | +58.1% | -105.6% | -55.3% |
| YTD | -38.5% | +46.5% | -85.0% | -46.9% |
| 1Y | -31.0% | +19.1% | -50.1% | -38.2% |
| 3Y | +216.5% | +150.6% | +66.0% | +106.4% |
| 5Y | +105.7% | +271.8% | -166.1% | +12.1% |
| All | +606.4% | +718.8% | -112.5% | +186.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling