+216.5%
KTOS vs QS
-24.6%
+241.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.9% |
| 7D | -2.4% | -3.6% | +1.3% | -1.8% |
| 30D | -26.8% | -17.2% | -9.6% | -24.7% |
| 3M | -20.6% | -27.0% | +6.4% | -17.3% |
| 6M | -47.5% | -24.6% | -22.9% | -45.6% |
| YTD | -38.5% | -49.3% | +10.8% | -33.5% |
| 1Y | -31.0% | -40.3% | +9.3% | -26.7% |
| 3Y | +216.5% | -23.8% | +240.4% | +211.4% |
| All | +216.5% | -24.6% | +241.1% | +211.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 3y: compounded portfolio wealth divided by compounded QS 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…
3y analysis · Full analysis span regression · 6 months rolling