+216.8%
LUNR vs KTOS
+216.1%
+0.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.4% |
| 7D | -3.1% | -2.4% | -0.7% | -1.5% |
| 30D | -15.3% | -26.8% | +11.5% | +4.1% |
| 3M | -53.2% | -20.6% | -32.6% | -45.6% |
| 6M | -22.2% | -47.5% | +25.3% | +17.2% |
| YTD | -11.6% | -38.5% | +26.9% | +23.1% |
| 1Y | +68.4% | -31.0% | +99.4% | +123.6% |
| 3Y | +216.8% | +216.5% | +0.2% | +161.9% |
| All | +216.8% | +216.1% | +0.7% | +161.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling