-25.9%
KTOS vs RCAT
-100.0%
+74.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.6% |
| 7D | -2.4% | -4.9% | +2.5% | -2.4% |
| 30D | -26.8% | -22.9% | -4.0% | -26.8% |
| 3M | -20.6% | -33.7% | +13.2% | -20.5% |
| 6M | -47.5% | -50.7% | +3.3% | -47.4% |
| YTD | -38.5% | +0.4% | -38.9% | -38.5% |
| 1Y | -31.0% | -27.6% | -3.4% | -31.0% |
| 3Y | +216.5% | +753.2% | -536.6% | +217.1% |
| 5Y | +105.7% | +183.3% | -77.6% | +106.0% |
| 10Y | +615.0% | -98.5% | +713.5% | +641.6% |
| All | -25.9% | -100.0% | +74.1% | -10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling