-92.5%
KTOS vs RBA
+1,953.5%
-2,045.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.8% | -4.4% | -1.7% |
| 7D | -2.4% | +0.1% | -2.4% | -2.4% |
| 30D | -26.8% | -2.9% | -23.9% | -26.3% |
| 3M | -20.6% | -20.9% | +0.3% | -16.1% |
| 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% | -24.8% |
| 3Y | +216.5% | +29.5% | +187.0% | +187.3% |
| 5Y | +105.7% | +40.2% | +65.4% | +78.4% |
| 10Y | +615.0% | +203.0% | +412.0% | +390.9% |
| All | -92.5% | +1,953.5% | -2,045.9% | -96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling