-49.5%
KTOS vs RACE
+19.6%
-69.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.5% |
| 7D | -2.2% | -2.6% | +0.5% | -0.5% |
| 30D | -25.1% | -1.1% | -24.0% | -24.6% |
| 3M | -16.8% | +12.5% | -29.4% | -23.4% |
| 6M | -49.5% | +17.4% | -66.9% | -55.9% |
| All | -49.5% | +19.6% | -69.1% | -55.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling