+606.4%
KTOS vs RACE
+844.0%
-237.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.2% |
| 7D | -2.4% | +0.9% | -3.3% | -2.8% |
| 30D | -26.8% | +1.6% | -28.5% | -27.4% |
| 3M | -20.6% | +13.2% | -33.7% | -25.0% |
| 6M | -47.5% | +22.9% | -70.4% | -52.2% |
| YTD | -38.5% | +13.3% | -51.8% | -42.8% |
| 1Y | -31.0% | -12.7% | -18.3% | -28.1% |
| 3Y | +216.5% | +40.3% | +176.3% | +149.8% |
| 5Y | +105.7% | +96.5% | +9.2% | +34.5% |
| All | +606.4% | +844.0% | -237.6% | +167.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling