+97.5%
KTOS vs RY
+136.8%
-39.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.4% | -2.2% | -0.1% | -0.6% |
| 30D | -26.8% | -3.6% | -23.3% | -24.7% |
| 3M | -20.6% | +3.9% | -24.5% | -23.0% |
| 6M | -47.5% | +26.4% | -73.9% | -56.2% |
| YTD | -38.5% | +22.3% | -60.8% | -47.3% |
| 1Y | -31.0% | +43.7% | -74.7% | -47.4% |
| 3Y | +216.5% | +154.0% | +62.6% | +57.3% |
| All | +97.5% | +136.8% | -39.3% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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