+2,855.5%
LLY vs KTOS
-68.7%
+2,924.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | -3.2% | -2.3% | -0.8% | -3.1% |
| 30D | -7.4% | -26.3% | +18.8% | -6.3% |
| 3M | -1.0% | -14.3% | +13.3% | -0.6% |
| 6M | +12.5% | -47.2% | +59.7% | +14.9% |
| YTD | +5.0% | -38.1% | +43.1% | +6.0% |
| 1Y | +49.8% | -28.4% | +78.2% | +49.9% |
| 3Y | +95.5% | +219.6% | -124.1% | +82.3% |
| 5Y | +390.7% | +107.0% | +283.7% | +361.6% |
| 10Y | +1,578.5% | +619.4% | +959.1% | +1,388.8% |
| All | +2,855.5% | -68.7% | +2,924.2% | +2,503.0% |
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