+97.5%
KTOS vs P
+268.0%
-170.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -5.0% | -1.6% |
| 7D | -2.4% | -1.3% | -1.0% | -2.1% |
| 30D | -26.8% | -11.9% | -15.0% | -25.0% |
| 3M | -20.6% | +41.6% | -62.2% | -27.0% |
| 6M | -47.5% | +58.1% | -105.6% | -53.9% |
| YTD | -38.5% | +46.5% | -85.0% | -45.4% |
| 1Y | -31.0% | +19.1% | -50.1% | -36.9% |
| 3Y | +216.5% | +150.6% | +66.0% | +125.4% |
| All | +97.5% | +268.0% | -170.5% | +17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling