+97.5%
KTOS vs RMD
-23.0%
+120.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -2.4% | -4.4% | +2.1% | -1.1% |
| 30D | -26.8% | -3.1% | -23.7% | -26.3% |
| 3M | -20.6% | +13.8% | -34.3% | -24.2% |
| 6M | -47.5% | -8.6% | -38.9% | -46.4% |
| YTD | -38.5% | -8.6% | -29.9% | -37.2% |
| 1Y | -31.0% | -19.7% | -11.3% | -26.9% |
| 3Y | +216.5% | +48.4% | +168.2% | +172.7% |
| All | +97.5% | -23.0% | +120.5% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 5y: compounded portfolio wealth divided by compounded RMD 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…
5y analysis · Full analysis span regression · 6 months rolling