+216.5%
KTOS vs RSG
+57.7%
+158.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | -26.8% | +4.0% | -30.8% | -27.2% |
| 3M | -20.6% | +7.4% | -27.9% | -21.8% |
| 6M | -47.5% | +0.1% | -47.6% | -47.2% |
| YTD | -38.5% | +6.0% | -44.5% | -39.6% |
| 1Y | -31.0% | -3.0% | -28.0% | -29.9% |
| 3Y | +216.5% | +56.5% | +160.0% | +136.8% |
| All | +216.5% | +57.7% | +158.8% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 3y: compounded portfolio wealth divided by compounded RSG 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…
3y analysis · Full analysis span regression · 6 months rolling