+5,327.9%
OKE vs KTOS
-68.9%
+5,396.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.8% |
| 3M | +9.6% | -20.6% | +30.2% | +11.6% |
| 6M | +15.4% | -47.5% | +62.9% | +21.6% |
| YTD | +36.5% | -38.5% | +75.0% | +40.2% |
| 1Y | +39.0% | -31.0% | +70.0% | +39.9% |
| 3Y | +74.3% | +216.5% | -142.2% | +46.3% |
| 5Y | +141.2% | +105.7% | +35.5% | +108.1% |
| 10Y | +262.1% | +615.0% | -352.9% | +175.8% |
| All | +5,327.9% | -68.9% | +5,396.8% | +3,944.9% |
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