+75.9%
LUNR vs KTOS
-25.6%
+101.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.2% |
| 7D | -3.6% | -8.0% | +4.4% | +3.2% |
| 30D | +5.9% | -13.6% | +19.5% | +19.6% |
| 3M | -56.0% | -24.6% | -31.4% | -44.3% |
| 6M | -20.5% | -46.3% | +25.9% | +31.8% |
| YTD | -8.7% | -37.0% | +28.3% | +30.9% |
| 1Y | +75.9% | -24.8% | +100.7% | +137.7% |
| All | +75.9% | -25.6% | +101.5% | +137.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling