+22.9%
ORCL vs KTOS
+216.1%
-193.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | -5.4% | -2.4% | -3.0% | -4.8% |
| 30D | -2.0% | -26.8% | +24.9% | +5.1% |
| 3M | -18.1% | -20.6% | +2.5% | -14.4% |
| 6M | -7.2% | -47.5% | +40.3% | +4.9% |
| YTD | -22.2% | -38.5% | +16.3% | -15.6% |
| 1Y | -50.6% | -31.0% | -19.6% | -48.6% |
| 3Y | +22.9% | +216.5% | -193.7% | -3.8% |
| All | +22.9% | +216.1% | -193.3% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling