+97.5%
KTOS vs RACE
+95.1%
+2.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.1% |
| 7D | -2.4% | +0.9% | -3.3% | -2.7% |
| 30D | -26.8% | +1.6% | -28.5% | -27.4% |
| 3M | -20.6% | +13.2% | -33.7% | -24.6% |
| 6M | -47.5% | +22.9% | -70.4% | -51.7% |
| YTD | -38.5% | +13.3% | -51.8% | -42.3% |
| 1Y | -31.0% | -12.7% | -18.3% | -27.9% |
| 3Y | +216.5% | +40.3% | +176.3% | +143.3% |
| All | +97.5% | +95.1% | +2.4% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling