+112.6%
META vs KTOS
+216.1%
-103.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.6% |
| 7D | +5.1% | -2.4% | +7.4% | +5.3% |
| 30D | +12.0% | -26.8% | +38.8% | +15.4% |
| 3M | +14.1% | -20.6% | +34.7% | +16.2% |
| 6M | -0.9% | -47.5% | +46.6% | +5.2% |
| YTD | -1.7% | -38.5% | +36.8% | +0.2% |
| 1Y | -13.4% | -31.0% | +17.6% | -14.6% |
| 3Y | +112.6% | +216.5% | -104.0% | +64.5% |
| All | +112.6% | +216.1% | -103.6% | +64.5% |
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 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