-53.5%
KTOS vs RNG
+186.8%
-240.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -0.2% | -12.0% | -12.3% |
| 7D | -12.7% | -9.6% | -3.1% | -12.9% |
| 30D | -14.4% | -1.4% | -13.0% | -14.4% |
| 3M | -30.7% | +28.8% | -59.4% | -29.9% |
| 6M | -41.9% | +65.6% | -107.5% | -40.5% |
| YTD | -52.6% | +171.4% | -224.0% | -45.1% |
| All | -53.5% | +186.8% | -240.3% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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