+97.5%
KTOS vs RBA
+39.4%
+58.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.8% | -4.4% | -1.8% |
| 7D | -2.4% | +0.1% | -2.4% | -2.4% |
| 30D | -26.8% | -2.9% | -23.9% | -26.2% |
| 3M | -20.6% | -20.9% | +0.3% | -15.8% |
| 6M | -47.5% | -17.7% | -29.8% | -45.1% |
| YTD | -38.5% | -18.2% | -20.3% | -35.7% |
| 1Y | -31.0% | -29.1% | -1.9% | -24.4% |
| 3Y | +216.5% | +29.5% | +187.0% | +184.9% |
| All | +97.5% | +39.4% | +58.1% | +57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling