+216.5%
KTOS vs RL
+202.0%
+14.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | -2.4% | -3.4% | +1.1% | -1.4% |
| 30D | -26.8% | -14.4% | -12.4% | -23.8% |
| 3M | -20.6% | -13.6% | -7.0% | -17.7% |
| 6M | -47.5% | +0.6% | -48.1% | -47.9% |
| YTD | -38.5% | -3.6% | -34.9% | -38.5% |
| 1Y | -31.0% | +8.3% | -39.3% | -32.8% |
| 3Y | +216.5% | +204.8% | +11.8% | +151.6% |
| All | +216.5% | +202.0% | +14.6% | +151.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling