+75.5%
KTOS vs QID
-100.0%
+175.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -1.3% |
| 7D | -2.4% | +1.3% | -3.6% | -1.9% |
| 30D | -26.8% | +2.9% | -29.8% | -25.8% |
| 3M | -20.6% | -0.7% | -19.8% | -19.7% |
| 6M | -47.5% | -29.7% | -17.8% | -52.8% |
| YTD | -38.5% | -27.9% | -10.6% | -43.8% |
| 1Y | -31.0% | -34.6% | +3.6% | -38.4% |
| 3Y | +216.5% | -73.5% | +290.1% | +118.3% |
| 5Y | +105.7% | -81.0% | +186.7% | +44.9% |
| 10Y | +615.0% | -99.2% | +714.2% | +109.7% |
| All | +75.5% | -100.0% | +175.5% | -77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling