+97.5%
KTOS vs RRC
+142.8%
-45.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.3% |
| 7D | -2.4% | -1.8% | -0.6% | -1.9% |
| 30D | -26.8% | +2.7% | -29.5% | -27.3% |
| 3M | -20.6% | +8.8% | -29.4% | -22.5% |
| 6M | -47.5% | -1.2% | -46.3% | -47.7% |
| YTD | -38.5% | +17.6% | -56.1% | -41.7% |
| 1Y | -31.0% | +18.4% | -49.4% | -34.9% |
| 3Y | +216.5% | +33.1% | +183.5% | +186.6% |
| All | +97.5% | +142.8% | -45.3% | +64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling