-24.8%
KTOS vs RRX
+14.9%
-39.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | -8.0% | +3.4% | -11.5% | -8.9% |
| 30D | -13.6% | -11.1% | -2.5% | -10.8% |
| 3M | -24.6% | -23.7% | -0.8% | -20.5% |
| 6M | -46.3% | -22.0% | -24.4% | -44.6% |
| YTD | -37.0% | +16.5% | -53.5% | -45.5% |
| 1Y | -24.8% | +11.5% | -36.3% | -32.8% |
| All | -24.8% | +14.9% | -39.7% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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