-21.4%
KTOS vs RAM
-78.8%
+57.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +13.5% | -6.1% | +5.9% |
| 7D | -6.3% | -23.6% | +17.3% | -4.4% |
| 30D | -11.0% | -52.2% | +41.2% | -6.8% |
| 3M | -38.0% | -43.9% | +6.0% | -36.6% |
| All | -21.4% | -78.8% | +57.4% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RAM.
Daily Out/Under-Performance
Portfolio return minus RAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RAM 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 RAM 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 · Available span rolling