-24.8%
KTOS vs RACE
-16.2%
-8.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | 0.0% |
| 7D | -8.0% | -2.5% | -5.5% | -7.4% |
| 30D | -13.6% | +0.8% | -14.4% | -13.7% |
| 3M | -24.6% | +17.2% | -41.7% | -27.6% |
| 6M | -46.3% | +13.6% | -59.9% | -48.8% |
| YTD | -37.0% | +12.2% | -49.2% | -38.6% |
| 1Y | -24.8% | -16.3% | -8.5% | -14.0% |
| All | -24.8% | -16.2% | -8.6% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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