+887.1%
KTOS vs QSR
+205.8%
+681.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.9% |
| 7D | -2.4% | -4.0% | +1.6% | -0.6% |
| 30D | -26.8% | +2.8% | -29.6% | -27.9% |
| 3M | -20.6% | +5.1% | -25.7% | -22.9% |
| 6M | -47.5% | +8.8% | -56.3% | -50.2% |
| YTD | -38.5% | +14.8% | -53.3% | -43.5% |
| 1Y | -31.0% | +25.7% | -56.7% | -39.8% |
| 3Y | +216.5% | +27.5% | +189.0% | +167.2% |
| 5Y | +105.7% | +41.3% | +64.4% | +62.8% |
| 10Y | +615.0% | +133.8% | +481.2% | +314.1% |
| All | +887.1% | +205.8% | +681.3% | +394.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling