+632.8%
LYB vs KTOS
+222.0%
+410.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | +0.3% | -2.4% | +2.6% | +0.8% |
| 30D | +2.5% | -26.8% | +29.3% | +9.3% |
| 3M | +1.4% | -20.6% | +22.0% | +5.3% |
| 6M | -3.5% | -47.5% | +44.0% | +7.8% |
| YTD | +52.0% | -38.5% | +90.5% | +59.7% |
| 1Y | +22.1% | -31.0% | +53.1% | +22.3% |
| 3Y | -22.8% | +216.5% | -239.3% | -50.7% |
| 5Y | -3.4% | +105.7% | -109.0% | -34.5% |
| 10Y | +47.4% | +615.0% | -567.7% | -36.0% |
| All | +632.8% | +222.0% | +410.8% | +292.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling