-3.3%
LVS vs KTOS
+613.9%
-617.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +0.6% |
| 7D | -3.5% | -2.4% | -1.1% | -3.1% |
| 30D | -6.2% | -26.8% | +20.6% | -1.1% |
| 3M | -14.8% | -20.6% | +5.7% | -12.0% |
| 6M | -20.9% | -47.5% | +26.6% | -12.9% |
| YTD | -33.0% | -38.5% | +5.4% | -30.0% |
| 1Y | -20.0% | -31.0% | +11.0% | -19.5% |
| 3Y | -6.9% | +216.5% | -223.5% | -36.4% |
| 5Y | +9.1% | +105.7% | -96.6% | -20.2% |
| All | -3.3% | +613.9% | -617.2% | -36.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling