-12.3%
LUV vs KTOS
+100.3%
-112.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.5% |
| 7D | -1.0% | -2.4% | +1.4% | -0.6% |
| 30D | -12.4% | -26.8% | +14.5% | -7.6% |
| 3M | -11.0% | -20.6% | +9.6% | -8.1% |
| 6M | -5.0% | -47.5% | +42.5% | +4.8% |
| YTD | -3.8% | -38.5% | +34.7% | +0.6% |
| 1Y | +25.9% | -31.0% | +56.9% | +26.1% |
| 3Y | +42.2% | +216.5% | -174.3% | -4.3% |
| All | -12.3% | +100.3% | -112.6% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling