-24.8%
KTOS vs RUN
-46.2%
+21.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.5% |
| 7D | -8.0% | +1.3% | -9.3% | -8.3% |
| 30D | -13.6% | -15.3% | +1.7% | -11.5% |
| 3M | -24.6% | -40.0% | +15.4% | -18.7% |
| 6M | -46.3% | -27.0% | -19.4% | -44.1% |
| YTD | -37.0% | -51.7% | +14.7% | -30.5% |
| 1Y | -24.8% | -45.9% | +21.1% | -17.3% |
| All | -24.8% | -46.2% | +21.4% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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