-56.9%
KTOS vs QSR
+22.6%
-79.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.2% | -7.4% | -7.1% |
| 7D | -23.4% | +7.6% | -31.0% | -21.3% |
| 30D | -23.6% | +11.8% | -35.4% | -20.8% |
| 3M | -39.7% | +6.4% | -46.1% | -38.1% |
| 6M | -43.7% | -2.1% | -41.6% | -42.8% |
| YTD | -56.0% | +18.3% | -74.3% | -52.5% |
| 1Y | -56.9% | +21.4% | -78.3% | -53.2% |
| All | -56.9% | +22.6% | -79.5% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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