-24.8%
KTOS vs RIO
+73.7%
-98.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | -8.0% | 0.0% | -8.0% | -8.0% |
| 30D | -13.6% | +4.0% | -17.6% | -15.4% |
| 3M | -24.6% | +0.1% | -24.7% | -25.2% |
| 6M | -46.3% | +12.7% | -59.1% | -49.5% |
| YTD | -37.0% | +35.6% | -72.6% | -43.0% |
| 1Y | -24.8% | +73.7% | -98.5% | -33.0% |
| All | -24.8% | +73.7% | -98.5% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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