+137.0%
OKE vs KTOS
+100.3%
+36.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.6% | +1.0% |
| 7D | +1.2% | -2.4% | +3.6% | +1.5% |
| 30D | +4.5% | -26.8% | +31.3% | +8.3% |
| 3M | +9.6% | -20.6% | +30.2% | +12.1% |
| 6M | +15.4% | -47.5% | +62.9% | +23.7% |
| YTD | +36.5% | -38.5% | +75.0% | +40.4% |
| 1Y | +39.0% | -31.0% | +70.0% | +37.7% |
| 3Y | +74.3% | +216.5% | -142.2% | +22.0% |
| All | +137.0% | +100.3% | +36.7% | +85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling