+125.4%
KTOS vs RVMD
+622.3%
-496.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -25.3% |
| 6M | -47.5% | +104.6% | -152.1% | -55.0% |
| YTD | -38.5% | +155.8% | -194.3% | -50.0% |
| 1Y | -31.0% | +340.7% | -371.7% | -49.8% |
| 3Y | +216.5% | +519.9% | -303.4% | +103.0% |
| 5Y | +105.7% | +584.9% | -479.3% | +18.6% |
| All | +125.4% | +622.3% | -496.9% | +19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling