-24.8%
KTOS vs RBA
-26.5%
+1.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -8.0% | -2.9% | -5.1% | -7.3% |
| 30D | -13.6% | -12.3% | -1.3% | -10.3% |
| 3M | -24.6% | -20.5% | -4.0% | -22.2% |
| 6M | -46.3% | -18.5% | -27.8% | -45.6% |
| YTD | -37.0% | -18.2% | -18.8% | -38.4% |
| 1Y | -24.8% | -27.5% | +2.7% | -23.8% |
| All | -24.8% | -26.5% | +1.7% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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 · 6 months rolling