+939.4%
KTOS vs P
+453.5%
+485.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.6% | +1.3% |
| 7D | -2.3% | -4.1% | +1.8% | -1.2% |
| 30D | -26.3% | -14.0% | -12.3% | -23.5% |
| 3M | -14.3% | +41.4% | -55.7% | -22.6% |
| 6M | -47.2% | +54.2% | -101.4% | -54.3% |
| YTD | -38.1% | +40.4% | -78.5% | -45.5% |
| 1Y | -28.4% | +16.0% | -44.4% | -35.0% |
| 3Y | +219.6% | +140.7% | +78.9% | +116.9% |
| 5Y | +107.0% | +256.3% | -149.3% | +19.6% |
| 10Y | +619.4% | +672.6% | -53.1% | +216.4% |
| All | +939.4% | +453.5% | +485.9% | +362.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling