+606.9%
LULU vs KTOS
+117.2%
+489.8%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.3% |
| 7D | -1.6% | -2.4% | +0.7% | -1.2% |
| 30D | -18.1% | -26.8% | +8.7% | -13.6% |
| 3M | -18.8% | -20.6% | +1.8% | -16.0% |
| 6M | -39.2% | -47.5% | +8.3% | -33.1% |
| YTD | -52.4% | -38.5% | -13.9% | -50.0% |
| 1Y | -40.3% | -31.0% | -9.3% | -39.4% |
| 3Y | -75.1% | +216.5% | -291.6% | -81.7% |
| 5Y | -76.7% | +105.7% | -182.4% | -82.0% |
| 10Y | +52.7% | +615.0% | -562.3% | -10.1% |
| All | +606.9% | +117.2% | +489.8% | +315.4% |
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