-47.5%
KTOS vs QID
-29.4%
-18.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -1.7% |
| 7D | -2.4% | +1.3% | -3.6% | -1.6% |
| 30D | -26.8% | +2.9% | -29.8% | -25.4% |
| 3M | -20.6% | -0.7% | -19.8% | -21.0% |
| 6M | -47.5% | -29.7% | -17.8% | -60.5% |
| All | -47.5% | -29.4% | -18.1% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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