+606.4%
KTOS vs RIO
+608.6%
-2.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.9% |
| 7D | -2.4% | -3.2% | +0.8% | -1.0% |
| 30D | -26.8% | +0.9% | -27.8% | -27.3% |
| 3M | -20.6% | -1.4% | -19.1% | -20.3% |
| 6M | -47.5% | +10.9% | -58.4% | -50.0% |
| YTD | -38.5% | +31.2% | -69.7% | -45.8% |
| 1Y | -31.0% | +67.9% | -98.9% | -45.5% |
| 3Y | +216.5% | +88.8% | +127.7% | +131.2% |
| 5Y | +105.7% | +93.1% | +12.6% | +41.8% |
| All | +606.4% | +608.6% | -2.3% | +135.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling