-24.8%
KTOS vs RCAT
-2.3%
-22.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.2% |
| 7D | -8.0% | -1.4% | -6.6% | -7.6% |
| 30D | -13.6% | -3.3% | -10.2% | -12.7% |
| 3M | -24.6% | -43.2% | +18.6% | -8.7% |
| 6M | -46.3% | -43.2% | -3.2% | -37.5% |
| YTD | -37.0% | +5.5% | -42.6% | -40.9% |
| 1Y | -24.8% | -1.6% | -23.2% | -24.9% |
| All | -24.8% | -2.3% | -22.5% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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