+934.8%
KTOS vs RACE
+645.2%
+289.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.2% |
| 7D | -2.3% | -2.2% | -0.1% | -1.3% |
| 30D | -26.3% | -0.4% | -25.9% | -26.2% |
| 3M | -14.3% | +17.9% | -32.2% | -20.6% |
| 6M | -47.2% | +19.3% | -66.5% | -51.4% |
| YTD | -38.1% | +11.9% | -50.0% | -42.2% |
| 1Y | -28.4% | -12.7% | -15.7% | -25.5% |
| 3Y | +219.6% | +41.1% | +178.5% | +151.1% |
| 5Y | +107.0% | +94.1% | +12.9% | +36.2% |
| 10Y | +619.4% | +816.0% | -196.5% | +118.1% |
| All | +934.8% | +645.2% | +289.6% | +216.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling