-56.9%
KTOS vs RIO
+27.1%
-84.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.7% | -5.5% | -6.4% |
| 7D | -23.4% | -0.1% | -23.3% | -23.4% |
| 30D | -23.6% | -13.3% | -10.3% | -17.9% |
| 3M | -39.7% | -16.3% | -23.4% | -34.3% |
| 6M | -43.7% | -15.4% | -28.3% | -39.5% |
| YTD | -56.0% | +9.2% | -65.2% | -58.2% |
| 1Y | -56.9% | +26.5% | -83.4% | -64.1% |
| All | -56.9% | +27.1% | -84.0% | -64.1% |
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