-31.0%
KTOS vs RNG
+128.1%
-159.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -2.4% | -6.1% | +3.7% | -2.6% |
| 30D | -26.8% | +9.6% | -36.4% | -26.6% |
| 3M | -20.6% | +83.3% | -103.9% | -18.8% |
| 6M | -47.5% | +77.9% | -125.4% | -46.0% |
| YTD | -38.5% | +139.9% | -178.4% | -32.3% |
| 1Y | -31.0% | +121.7% | -152.7% | -27.5% |
| All | -31.0% | +128.1% | -159.1% | -27.5% |
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