+216.5%
KTOS vs RMBS
+55.3%
+161.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.0% |
| 7D | -2.4% | +1.8% | -4.1% | -2.7% |
| 30D | -26.8% | -13.9% | -12.9% | -24.6% |
| 3M | -20.6% | -39.8% | +19.2% | -13.2% |
| 6M | -47.5% | -6.0% | -41.5% | -49.4% |
| YTD | -38.5% | -5.4% | -33.1% | -41.7% |
| 1Y | -31.0% | -1.8% | -29.2% | -35.8% |
| 3Y | +216.5% | +53.7% | +162.9% | +160.6% |
| All | +216.5% | +55.3% | +161.2% | +160.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling