+451.9%
KTOS vs RNG
+301.7%
+150.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -2.4% | -6.1% | +3.7% | -1.0% |
| 30D | -26.8% | +9.6% | -36.4% | -28.6% |
| 3M | -20.6% | +83.3% | -103.9% | -32.0% |
| 6M | -47.5% | +77.9% | -125.4% | -55.3% |
| YTD | -38.5% | +139.9% | -178.4% | -52.9% |
| 1Y | -31.0% | +121.7% | -152.7% | -46.4% |
| 3Y | +216.5% | +121.9% | +94.7% | +133.1% |
| 5Y | +105.7% | -68.4% | +174.0% | +129.7% |
| 10Y | +615.0% | +220.0% | +395.0% | +258.2% |
| All | +451.9% | +301.7% | +150.2% | +154.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling