-47.5%
KTOS vs QSR
+8.7%
-56.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.4% |
| 7D | -2.4% | -4.0% | +1.6% | -3.5% |
| 30D | -26.8% | +2.8% | -29.6% | -26.3% |
| 3M | -20.6% | +5.1% | -25.7% | -19.9% |
| 6M | -47.5% | +8.8% | -56.3% | -51.0% |
| All | -47.5% | +8.7% | -56.2% | -51.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling