+216.5%
KTOS vs ROKU
+83.2%
+133.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -2.4% | -0.4% | -1.9% | -2.3% |
| 30D | -26.8% | +2.1% | -28.9% | -27.2% |
| 3M | -20.6% | +29.5% | -50.1% | -24.8% |
| 6M | -47.5% | +53.8% | -101.3% | -51.8% |
| YTD | -38.5% | +42.8% | -81.3% | -43.0% |
| 1Y | -31.0% | +60.7% | -91.7% | -37.3% |
| 3Y | +216.5% | +83.9% | +132.6% | +179.6% |
| All | +216.5% | +83.2% | +133.4% | +179.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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