+97.5%
KTOS vs RVMD
+576.1%
-478.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -2.4% | -3.0% | +0.6% | -1.8% |
| 30D | -26.8% | -0.7% | -26.1% | -26.8% |
| 3M | -20.6% | +36.5% | -57.1% | -25.0% |
| 6M | -47.5% | +104.6% | -152.1% | -54.4% |
| YTD | -38.5% | +155.8% | -194.3% | -49.2% |
| 1Y | -31.0% | +340.7% | -371.7% | -48.6% |
| 3Y | +216.5% | +519.9% | -303.4% | +109.8% |
| All | +97.5% | +576.1% | -478.6% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling