-31.0%
KTOS vs RVMD
+375.0%
-406.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -2.4% | -3.0% | +0.6% | -1.9% |
| 30D | -26.8% | -0.7% | -26.1% | -26.8% |
| 3M | -20.6% | +36.5% | -57.1% | -23.9% |
| 6M | -47.5% | +104.6% | -152.1% | -52.5% |
| YTD | -38.5% | +155.8% | -194.3% | -43.7% |
| 1Y | -31.0% | +340.7% | -371.7% | -26.6% |
| All | -31.0% | +375.0% | -406.0% | -26.6% |
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