-47.2%
KTOS vs P
+48.5%
-95.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.6% | +1.1% |
| 7D | -2.3% | -4.1% | +1.8% | -1.6% |
| 30D | -26.3% | -14.0% | -12.3% | -24.4% |
| 3M | -14.3% | +41.4% | -55.7% | -17.7% |
| 6M | -47.2% | +54.2% | -101.4% | -61.0% |
| All | -47.2% | +48.5% | -95.7% | -61.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling