-92.5%
KTOS vs RGEN
+4,840.0%
-4,932.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -2.4% | -1.4% | -0.9% | -2.2% |
| 30D | -26.8% | -0.3% | -26.5% | -26.9% |
| 3M | -20.6% | +23.9% | -44.5% | -23.1% |
| 6M | -47.5% | +38.5% | -86.0% | -49.9% |
| YTD | -38.5% | +0.8% | -39.3% | -38.8% |
| 1Y | -31.0% | +38.2% | -69.2% | -34.1% |
| 3Y | +216.5% | +1.3% | +215.2% | +206.7% |
| 5Y | +105.7% | -44.0% | +149.7% | +109.5% |
| 10Y | +615.0% | +413.1% | +201.9% | +461.9% |
| All | -92.5% | +4,840.0% | -4,932.4% | -96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling