+227.5%
LOW vs KTOS
+613.9%
-386.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -3.7% | -2.4% | -1.4% | -3.4% |
| 30D | -8.9% | -26.8% | +18.0% | -4.3% |
| 3M | -10.4% | -20.6% | +10.2% | -7.7% |
| 6M | -19.4% | -47.5% | +28.1% | -12.0% |
| YTD | -17.1% | -38.5% | +21.4% | -13.5% |
| 1Y | -26.3% | -31.0% | +4.7% | -25.7% |
| 3Y | -9.9% | +216.5% | -226.4% | -35.7% |
| 5Y | +6.1% | +105.7% | -99.6% | -20.6% |
| All | +227.5% | +613.9% | -386.4% | +94.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling