+216.5%
KTOS vs ROP
-19.1%
+235.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.4% | -4.6% | +2.2% | -1.4% |
| 30D | -26.8% | -1.7% | -25.1% | -26.6% |
| 3M | -20.6% | +17.1% | -37.6% | -24.9% |
| 6M | -47.5% | +10.9% | -58.3% | -49.5% |
| YTD | -38.5% | -12.1% | -26.4% | -36.1% |
| 1Y | -31.0% | -24.2% | -6.8% | -23.1% |
| 3Y | +216.5% | -20.4% | +236.9% | +240.0% |
| All | +216.5% | -19.1% | +235.7% | +240.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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