+216.5%
KTOS vs RVTY
+17.0%
+199.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -1.5% |
| 7D | -2.4% | -4.5% | +2.2% | -1.0% |
| 30D | -26.8% | +5.5% | -32.3% | -28.2% |
| 3M | -20.6% | +22.5% | -43.1% | -26.2% |
| 6M | -47.5% | +38.9% | -86.4% | -53.2% |
| YTD | -38.5% | +28.7% | -67.2% | -44.2% |
| 1Y | -31.0% | +45.5% | -76.5% | -39.4% |
| 3Y | +216.5% | +16.4% | +200.2% | +203.2% |
| All | +216.5% | +17.0% | +199.5% | +203.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling