-21.7%
ONON vs KTOS
+111.4%
-133.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.3% |
| 7D | -2.1% | -2.4% | +0.3% | -1.4% |
| 30D | -11.6% | -26.8% | +15.2% | -3.9% |
| 3M | -30.1% | -20.6% | -9.5% | -26.5% |
| 6M | -30.5% | -47.5% | +17.0% | -19.1% |
| YTD | -41.0% | -38.5% | -2.5% | -37.4% |
| 1Y | -36.7% | -31.0% | -5.7% | -37.6% |
| 3Y | -8.6% | +216.5% | -225.1% | -56.4% |
| All | -21.7% | +111.4% | -133.0% | -54.5% |
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