-24.8%
KTOS vs RMBS
+16.3%
-41.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.8% |
| 7D | -8.0% | -0.3% | -7.7% | -8.0% |
| 30D | -13.6% | -12.2% | -1.4% | -11.6% |
| 3M | -24.6% | -49.5% | +25.0% | -16.5% |
| 6M | -46.3% | -7.1% | -39.2% | -49.1% |
| YTD | -37.0% | -7.0% | -30.0% | -41.7% |
| 1Y | -24.8% | +13.3% | -38.1% | -33.2% |
| All | -24.8% | +16.3% | -41.1% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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