-60.1%
KTOS vs RMBS
-18.2%
-41.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -6.0% | -6.3% | -11.2% |
| 7D | -12.7% | -8.9% | -3.7% | -11.1% |
| 30D | -14.4% | -24.8% | +10.4% | -10.3% |
| 3M | -30.7% | -17.6% | -13.1% | -28.7% |
| 6M | -41.9% | -25.7% | -16.3% | -40.2% |
| YTD | -52.6% | -9.8% | -42.8% | -56.7% |
| 1Y | -60.1% | -17.4% | -42.8% | -63.0% |
| All | -60.1% | -18.2% | -41.9% | -63.0% |
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