-60.1%
KTOS vs RACE
+10.6%
-70.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +4.3% | -16.5% | -13.2% |
| 7D | -12.7% | +9.9% | -22.6% | -14.9% |
| 30D | -14.4% | +12.8% | -27.2% | -17.1% |
| 3M | -30.7% | +7.4% | -38.0% | -31.9% |
| 6M | -41.9% | +27.6% | -69.5% | -44.9% |
| YTD | -52.6% | +18.4% | -71.0% | -53.4% |
| 1Y | -60.1% | +9.5% | -69.7% | -61.1% |
| All | -60.1% | +10.6% | -70.7% | -61.1% |
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