+606.4%
KTOS vs RGEN
+415.7%
+190.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -2.4% | -1.4% | -0.9% | -2.0% |
| 30D | -26.8% | -0.3% | -26.5% | -27.0% |
| 3M | -20.6% | +23.9% | -44.5% | -25.8% |
| 6M | -47.5% | +38.5% | -86.0% | -52.6% |
| YTD | -38.5% | +0.8% | -39.3% | -39.4% |
| 1Y | -31.0% | +38.2% | -69.2% | -37.5% |
| 3Y | +216.5% | +1.3% | +215.2% | +192.9% |
| 5Y | +105.7% | -44.0% | +149.7% | +111.3% |
| All | +606.4% | +415.7% | +190.6% | +262.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling