+186.8%
LQD vs KTOS
+4.0%
+182.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -1.1% | -2.4% | +1.3% | -1.1% |
| 30D | -1.3% | -26.8% | +25.6% | -1.0% |
| 3M | -3.2% | -20.6% | +17.4% | -3.0% |
| 6M | -2.1% | -47.5% | +45.4% | -1.6% |
| YTD | -2.4% | -38.5% | +36.1% | -2.1% |
| 1Y | -2.7% | -31.0% | +28.3% | -2.6% |
| 3Y | +14.2% | +216.5% | -202.3% | +12.6% |
| 5Y | -5.8% | +105.7% | -111.5% | -7.1% |
| 10Y | +22.2% | +615.0% | -592.8% | +20.6% |
| All | +186.8% | +4.0% | +182.8% | +185.3% |
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