+96.4%
OKTA vs KTOS
-59.5%
+155.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -7.1% | -3.3% | -9.0% |
| 7D | -22.9% | -23.4% | +0.5% | -19.0% |
| 30D | -21.7% | -23.6% | +1.9% | -17.9% |
| 3M | +16.4% | -39.7% | +56.1% | +26.9% |
| 6M | +120.1% | -43.7% | +163.8% | +139.4% |
| YTD | +97.9% | -56.0% | +154.0% | +114.1% |
| 1Y | +96.4% | -56.9% | +153.3% | +112.3% |
| All | +96.4% | -59.5% | +155.9% | +112.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling