-24.8%
KTOS vs RGEN
+45.2%
-70.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | 0.0% |
| 7D | -8.0% | -4.9% | -3.1% | -6.0% |
| 30D | -13.6% | +5.7% | -19.3% | -16.3% |
| 3M | -24.6% | +32.4% | -57.0% | -35.6% |
| 6M | -46.3% | +33.2% | -79.5% | -55.1% |
| YTD | -37.0% | +2.3% | -39.3% | -38.6% |
| 1Y | -24.8% | +39.0% | -63.8% | -32.6% |
| All | -24.8% | +45.2% | -70.0% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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