+92.6%
KTOS vs ROIV
+288.8%
-196.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -2.4% | +16.9% | -19.2% | -5.0% |
| 30D | -26.8% | +12.9% | -39.7% | -28.4% |
| 3M | -20.6% | +37.3% | -57.9% | -24.6% |
| 6M | -47.5% | +38.0% | -85.5% | -50.2% |
| YTD | -38.5% | +88.1% | -126.6% | -44.2% |
| 1Y | -31.0% | +183.3% | -214.3% | -40.6% |
| 3Y | +216.5% | +254.6% | -38.1% | +161.7% |
| 5Y | +105.7% | +309.8% | -204.2% | +54.1% |
| All | +92.6% | +288.8% | -196.1% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling