+97.5%
KTOS vs RNG
-68.4%
+165.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -2.4% | -6.1% | +3.7% | -1.3% |
| 30D | -26.8% | +9.6% | -36.4% | -28.2% |
| 3M | -20.6% | +83.3% | -103.9% | -30.1% |
| 6M | -47.5% | +77.9% | -125.4% | -54.0% |
| YTD | -38.5% | +139.9% | -178.4% | -50.8% |
| 1Y | -31.0% | +121.7% | -152.7% | -44.0% |
| 3Y | +216.5% | +121.9% | +94.7% | +144.3% |
| All | +97.5% | -68.4% | +165.9% | +115.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling