+97.5%
KTOS vs RRX
+17.8%
+79.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.3% | -1.8% |
| 7D | -2.4% | -0.3% | -2.0% | -2.3% |
| 30D | -26.8% | -6.1% | -20.7% | -25.3% |
| 3M | -20.6% | -23.1% | +2.5% | -15.1% |
| 6M | -47.5% | -19.5% | -28.0% | -45.0% |
| YTD | -38.5% | +16.1% | -54.6% | -44.0% |
| 1Y | -31.0% | +12.9% | -43.9% | -36.7% |
| 3Y | +216.5% | +7.9% | +208.6% | +186.8% |
| All | +97.5% | +17.8% | +79.7% | +62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling