-92.5%
KTOS vs ROP
+2,928.4%
-3,020.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.4% | -4.6% | +2.2% | -0.2% |
| 30D | -26.8% | -1.7% | -25.1% | -26.4% |
| 3M | -20.6% | +17.1% | -37.6% | -27.2% |
| 6M | -47.5% | +10.9% | -58.3% | -50.7% |
| YTD | -38.5% | -12.1% | -26.4% | -36.4% |
| 1Y | -31.0% | -24.2% | -6.8% | -23.6% |
| 3Y | +216.5% | -20.4% | +236.9% | +239.9% |
| 5Y | +105.7% | -15.4% | +121.1% | +113.6% |
| 10Y | +615.0% | +134.6% | +480.4% | +366.0% |
| All | -92.5% | +2,928.4% | -3,020.8% | -98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling