+216.5%
KTOS vs RIO
+88.2%
+128.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | -2.4% | -3.2% | +0.8% | -1.3% |
| 30D | -26.8% | +0.9% | -27.8% | -27.2% |
| 3M | -20.6% | -1.4% | -19.1% | -20.5% |
| 6M | -47.5% | +10.9% | -58.4% | -49.3% |
| YTD | -38.5% | +31.2% | -69.7% | -43.3% |
| 1Y | -31.0% | +67.9% | -98.9% | -40.5% |
| 3Y | +216.5% | +88.8% | +127.7% | +158.1% |
| All | +216.5% | +88.2% | +128.4% | +158.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling