-56.9%
KTOS vs RVMD
+203.5%
-260.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -11.0% | +3.9% | -5.3% |
| 7D | -23.4% | -6.6% | -16.8% | -22.5% |
| 30D | -23.6% | -11.1% | -12.5% | -22.2% |
| 3M | -39.7% | -10.0% | -29.7% | -38.8% |
| 6M | -43.7% | +20.7% | -64.4% | -45.7% |
| YTD | -56.0% | +123.0% | -179.1% | -61.1% |
| 1Y | -56.9% | +199.4% | -256.2% | -68.4% |
| All | -56.9% | +203.5% | -260.4% | -68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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