+216.5%
KTOS vs QSR
+25.8%
+190.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -2.4% | -4.0% | +1.6% | -2.1% |
| 30D | -26.8% | +2.8% | -29.6% | -27.1% |
| 3M | -20.6% | +5.1% | -25.7% | -21.1% |
| 6M | -47.5% | +8.8% | -56.3% | -48.2% |
| YTD | -38.5% | +14.8% | -53.3% | -40.0% |
| 1Y | -31.0% | +25.7% | -56.7% | -34.5% |
| 3Y | +216.5% | +27.5% | +189.0% | +191.1% |
| All | +216.5% | +25.8% | +190.7% | +191.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling