+3,080.5%
LIN vs KTOS
-68.9%
+3,149.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.0% |
| 7D | -2.4% | -2.4% | 0.0% | -2.2% |
| 30D | -2.4% | -26.8% | +24.4% | -0.1% |
| 3M | -9.3% | -20.6% | +11.3% | -7.9% |
| 6M | -2.6% | -47.5% | +44.9% | +1.5% |
| YTD | +10.4% | -38.5% | +48.9% | +12.7% |
| 1Y | -2.3% | -31.0% | +28.7% | -1.8% |
| 3Y | +24.4% | +216.5% | -192.1% | +8.5% |
| 5Y | +60.7% | +105.7% | -45.0% | +42.8% |
| 10Y | +368.5% | +615.0% | -246.5% | +269.3% |
| All | +3,080.5% | -68.9% | +3,149.4% | +2,418.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KTOS.
Daily Out/Under-Performance
Portfolio return minus KTOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KTOS 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 KTOS 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