-47.5%
KTOS vs REPL
+57.9%
-105.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.6% |
| 7D | -2.4% | -14.1% | +11.7% | -2.4% |
| 30D | -26.8% | -15.2% | -11.6% | -26.9% |
| 3M | -20.6% | +49.9% | -70.5% | -20.3% |
| 6M | -47.5% | +63.5% | -111.0% | -47.4% |
| All | -47.5% | +57.9% | -105.4% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 6mo: compounded portfolio wealth divided by compounded REPL 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…
6mo analysis · Full analysis span regression · 6 months rolling