+97.5%
KTOS vs TROW
-39.3%
+136.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | +0.1% |
| 7D | -2.4% | -3.2% | +0.8% | -0.5% |
| 30D | -26.8% | -4.6% | -22.2% | -24.8% |
| 3M | -20.6% | -0.7% | -19.9% | -20.6% |
| 6M | -47.5% | +22.2% | -69.7% | -53.4% |
| YTD | -38.5% | +6.6% | -45.1% | -40.9% |
| 1Y | -31.0% | +5.8% | -36.8% | -33.4% |
| 3Y | +216.5% | +11.6% | +204.9% | +189.1% |
| All | +97.5% | -39.3% | +136.8% | +158.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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