-24.8%
KTOS vs RL
+13.6%
-38.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -1.4% |
| 7D | -8.0% | -0.8% | -7.2% | -7.8% |
| 30D | -13.6% | -7.8% | -5.8% | -10.9% |
| 3M | -24.6% | -4.0% | -20.6% | -24.0% |
| 6M | -46.3% | -1.9% | -44.5% | -47.1% |
| YTD | -37.0% | -0.2% | -36.8% | -39.1% |
| 1Y | -24.8% | +10.7% | -35.5% | -30.3% |
| All | -24.8% | +13.6% | -38.4% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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