+97.5%
KTOS vs S
-69.2%
+166.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -2.4% | -0.7% | -1.7% | -2.2% |
| 30D | -26.8% | -11.4% | -15.4% | -25.1% |
| 3M | -20.6% | +33.8% | -54.4% | -25.7% |
| 6M | -47.5% | +39.5% | -87.0% | -51.5% |
| YTD | -38.5% | +31.7% | -70.2% | -42.8% |
| 1Y | -31.0% | +7.0% | -38.0% | -33.2% |
| 3Y | +216.5% | +11.8% | +204.8% | +192.8% |
| All | +97.5% | -69.2% | +166.7% | +98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling