-31.0%
KTOS vs RUN
-47.1%
+16.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -2.4% | -3.7% | +1.3% | -1.7% |
| 30D | -26.8% | -13.0% | -13.8% | -25.1% |
| 3M | -20.6% | -31.8% | +11.2% | -16.2% |
| 6M | -47.5% | -32.2% | -15.3% | -44.6% |
| YTD | -38.5% | -53.5% | +15.0% | -31.6% |
| 1Y | -31.0% | -46.5% | +15.5% | -19.3% |
| All | -31.0% | -47.1% | +16.1% | -19.3% |
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