-47.3%
KTOS vs Q
+71.3%
-118.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.1% |
| 7D | -8.0% | +0.2% | -8.3% | -8.1% |
| 30D | -13.6% | -11.1% | -2.5% | -10.5% |
| 3M | -24.6% | -22.1% | -2.4% | -20.4% |
| 6M | -46.3% | +0.5% | -46.8% | -49.8% |
| YTD | -37.0% | +47.8% | -84.8% | -52.3% |
| All | -47.3% | +71.3% | -118.6% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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