+165.4%
KTOS vs RPRX
+52.7%
+112.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -2.4% | -8.4% | +6.0% | -0.5% |
| 30D | -26.8% | -0.6% | -26.2% | -26.8% |
| 3M | -20.6% | +6.4% | -27.0% | -21.9% |
| 6M | -47.5% | +26.6% | -74.1% | -50.6% |
| YTD | -38.5% | +53.8% | -92.3% | -45.0% |
| 1Y | -31.0% | +62.8% | -93.8% | -39.7% |
| 3Y | +216.5% | +118.0% | +98.5% | +149.0% |
| 5Y | +105.7% | +71.2% | +34.5% | +75.9% |
| All | +165.4% | +52.7% | +112.7% | +132.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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