+216.5%
KTOS vs ROK
+51.1%
+165.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.2% |
| 7D | -2.4% | -1.2% | -1.1% | -1.9% |
| 30D | -26.8% | -4.8% | -22.0% | -25.5% |
| 3M | -20.6% | -6.1% | -14.5% | -19.3% |
| 6M | -47.5% | +15.5% | -63.0% | -50.6% |
| YTD | -38.5% | +11.2% | -49.7% | -41.4% |
| 1Y | -31.0% | +23.8% | -54.8% | -36.4% |
| 3Y | +216.5% | +53.1% | +163.4% | +169.6% |
| All | +216.5% | +51.1% | +165.5% | +169.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 3y: compounded portfolio wealth divided by compounded ROK 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…
3y analysis · Full analysis span regression · 6 months rolling