-92.5%
KTOS vs RY
+5,276.2%
-5,368.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.4% | -2.2% | -0.1% | -0.9% |
| 30D | -26.8% | -3.6% | -23.3% | -25.1% |
| 3M | -20.6% | +3.9% | -24.5% | -22.5% |
| 6M | -47.5% | +26.4% | -73.9% | -54.6% |
| YTD | -38.5% | +22.3% | -60.8% | -45.6% |
| 1Y | -31.0% | +43.7% | -74.7% | -44.8% |
| 3Y | +216.5% | +154.0% | +62.6% | +76.1% |
| 5Y | +105.7% | +137.6% | -31.9% | +19.0% |
| 10Y | +615.0% | +373.4% | +241.6% | +174.5% |
| All | -92.5% | +5,276.2% | -5,368.6% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling