-60.1%
KTOS vs RRC
+44.7%
-104.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -3.5% | -8.7% | -12.0% |
| 7D | -12.7% | -6.8% | -5.9% | -12.3% |
| 30D | -14.4% | +34.7% | -49.2% | -14.7% |
| 3M | -30.7% | +31.5% | -62.2% | -31.0% |
| 6M | -41.9% | +21.8% | -63.7% | -42.4% |
| YTD | -52.6% | +48.9% | -101.5% | -52.3% |
| 1Y | -60.1% | +42.1% | -102.2% | -60.2% |
| All | -60.1% | +44.7% | -104.8% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling