+97.5%
KTOS vs RUN
-81.0%
+178.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -2.4% | -3.7% | +1.3% | -2.0% |
| 30D | -26.8% | -13.0% | -13.8% | -25.7% |
| 3M | -20.6% | -31.8% | +11.2% | -17.6% |
| 6M | -47.5% | -32.2% | -15.3% | -45.6% |
| YTD | -38.5% | -53.5% | +15.0% | -34.4% |
| 1Y | -31.0% | -46.5% | +15.5% | -28.0% |
| 3Y | +216.5% | -37.6% | +254.2% | +177.2% |
| All | +97.5% | -81.0% | +178.5% | +80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling