+223.2%
KTOS vs RVMD
+521.4%
-298.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.8% |
| 7D | -0.5% | -2.3% | +1.8% | -0.2% |
| 30D | -26.3% | +0.7% | -27.0% | -26.4% |
| 3M | -17.6% | +33.3% | -50.9% | -20.9% |
| 6M | -45.6% | +116.2% | -161.9% | -51.5% |
| YTD | -37.3% | +157.5% | -194.8% | -45.6% |
| 1Y | -31.2% | +340.6% | -371.9% | -44.4% |
| 3Y | +223.2% | +530.1% | -306.9% | +157.0% |
| All | +223.2% | +521.4% | -298.1% | +157.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling