-60.1%
KTOS vs S
+36.5%
-96.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +1.6% | -13.9% | -12.7% |
| 7D | -12.7% | -8.2% | -4.4% | -10.8% |
| 30D | -14.4% | -7.6% | -6.8% | -12.9% |
| 3M | -30.7% | +12.0% | -42.6% | -33.0% |
| 6M | -41.9% | +50.6% | -92.5% | -47.9% |
| YTD | -52.6% | +56.6% | -109.2% | -58.0% |
| 1Y | -60.1% | +39.2% | -99.4% | -63.3% |
| All | -60.1% | +36.5% | -96.6% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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