-84.3%
OPEN vs KTOS
+100.3%
-184.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.3% | 0.0% |
| 7D | -11.4% | -2.4% | -9.1% | -10.4% |
| 30D | -20.1% | -26.8% | +6.8% | -6.6% |
| 3M | -37.6% | -20.6% | -17.0% | -31.5% |
| 6M | -47.1% | -47.5% | +0.4% | -29.3% |
| YTD | -52.1% | -38.5% | -13.7% | -44.3% |
| 1Y | -73.5% | -31.0% | -42.5% | -72.3% |
| 3Y | -24.4% | +216.5% | -240.9% | -72.3% |
| All | -84.3% | +100.3% | -184.6% | -94.3% |
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 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