-24.8%
KTOS vs RVMD
+430.6%
-455.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -8.0% | +1.0% | -9.1% | -8.2% |
| 30D | -13.6% | +6.4% | -20.0% | -14.4% |
| 3M | -24.6% | +34.9% | -59.5% | -27.7% |
| 6M | -46.3% | +107.6% | -153.9% | -51.8% |
| YTD | -37.0% | +163.7% | -200.7% | -43.3% |
| 1Y | -24.8% | +439.2% | -464.0% | -30.0% |
| All | -24.8% | +430.6% | -455.4% | -30.0% |
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