-92.5%
KTOS vs RSG
+3,950.6%
-4,043.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | -26.8% | +4.0% | -30.8% | -28.0% |
| 3M | -20.6% | +7.4% | -27.9% | -23.3% |
| 6M | -47.5% | +0.1% | -47.6% | -48.1% |
| YTD | -38.5% | +6.0% | -44.5% | -40.7% |
| 1Y | -31.0% | -3.0% | -28.0% | -31.3% |
| 3Y | +216.5% | +56.5% | +160.0% | +158.1% |
| 5Y | +105.7% | +90.9% | +14.8% | +53.5% |
| 10Y | +615.0% | +428.7% | +186.3% | +271.5% |
| All | -92.5% | +3,950.6% | -4,043.1% | -97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling