+97.5%
KTOS vs ROIV
+308.6%
-211.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -2.4% | +16.9% | -19.2% | -4.9% |
| 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% | -44.1% |
| 1Y | -31.0% | +183.3% | -214.3% | -40.5% |
| 3Y | +216.5% | +254.6% | -38.1% | +162.5% |
| All | +97.5% | +308.6% | -211.1% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling