-24.8%
KTOS vs RVTY
+57.1%
-81.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -8.0% | +1.1% | -9.1% | -8.5% |
| 30D | -13.6% | +13.2% | -26.8% | -18.1% |
| 3M | -24.6% | +27.2% | -51.8% | -32.8% |
| 6M | -46.3% | +32.4% | -78.8% | -53.3% |
| YTD | -37.0% | +34.9% | -71.9% | -47.4% |
| 1Y | -24.8% | +52.4% | -77.2% | -40.6% |
| All | -24.8% | +57.1% | -81.9% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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