-92.5%
KTOS vs RRC
+1,701.7%
-1,794.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | -2.4% | -1.8% | -0.6% | -2.1% |
| 30D | -26.8% | +2.7% | -29.5% | -27.2% |
| 3M | -20.6% | +8.8% | -29.4% | -22.0% |
| 6M | -47.5% | -1.2% | -46.3% | -47.7% |
| YTD | -38.5% | +17.6% | -56.1% | -40.7% |
| 1Y | -31.0% | +18.4% | -49.4% | -33.6% |
| 3Y | +216.5% | +33.1% | +183.5% | +195.7% |
| 5Y | +105.7% | +148.2% | -42.5% | +67.4% |
| 10Y | +615.0% | +4.3% | +610.7% | +483.9% |
| All | -92.5% | +1,701.7% | -1,794.2% | -96.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling