+1,624.9%
META vs KTOS
+797.1%
+827.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.0% | +9.6% | +7.1% |
| 7D | +10.3% | -2.2% | +12.4% | +10.6% |
| 30D | +9.9% | -25.1% | +35.0% | +15.2% |
| 3M | +11.9% | -16.8% | +28.7% | +14.4% |
| 6M | +1.2% | -49.5% | +50.6% | +11.6% |
| YTD | -0.8% | -38.4% | +37.6% | +3.5% |
| 1Y | -14.3% | -27.6% | +13.3% | -14.5% |
| 3Y | +121.4% | +218.0% | -96.6% | +60.3% |
| 5Y | +74.5% | +100.1% | -25.6% | +33.1% |
| 10Y | +418.8% | +615.8% | -196.9% | +207.8% |
| All | +1,624.9% | +797.1% | +827.8% | +822.3% |
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 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