-22.8%
LYB vs KTOS
+216.1%
-238.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.9% |
| 7D | +0.3% | -2.4% | +2.6% | +0.4% |
| 30D | +2.5% | -26.8% | +29.3% | +3.7% |
| 3M | +1.4% | -20.6% | +22.0% | +2.3% |
| 6M | -3.5% | -47.5% | +44.0% | -0.5% |
| YTD | +52.0% | -38.5% | +90.5% | +52.5% |
| 1Y | +22.1% | -31.0% | +53.1% | +20.6% |
| 3Y | -22.8% | +216.5% | -239.3% | -40.3% |
| All | -22.8% | +216.1% | -238.9% | -40.3% |
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