+2,331.1%
O vs KTOS
-68.9%
+2,400.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | -2.9% | -2.4% | -0.5% | -2.7% |
| 30D | -4.5% | -26.8% | +22.3% | -2.5% |
| 3M | -2.6% | -20.6% | +17.9% | -1.4% |
| 6M | -5.6% | -47.5% | +41.9% | -2.2% |
| YTD | +9.3% | -38.5% | +47.8% | +11.4% |
| 1Y | +4.3% | -31.0% | +35.3% | +4.9% |
| 3Y | +27.4% | +216.5% | -189.1% | +13.0% |
| 5Y | +17.1% | +105.7% | -88.6% | +5.5% |
| 10Y | +53.7% | +615.0% | -561.3% | +25.7% |
| All | +2,331.1% | -68.9% | +2,400.0% | +1,875.2% |
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