+606.4%
KTOS vs RJF
+429.3%
+177.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.4% | -2.7% | +0.3% | -0.9% |
| 30D | -26.8% | -4.3% | -22.6% | -25.1% |
| 3M | -20.6% | +15.7% | -36.3% | -26.8% |
| 6M | -47.5% | +17.8% | -65.3% | -52.1% |
| YTD | -38.5% | +9.2% | -47.7% | -41.6% |
| 1Y | -31.0% | +2.8% | -33.8% | -32.2% |
| 3Y | +216.5% | +69.5% | +147.1% | +132.7% |
| 5Y | +105.7% | +105.9% | -0.3% | +32.4% |
| All | +606.4% | +429.3% | +177.1% | +137.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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