+80.9%
ORCL vs KTOS
+100.3%
-19.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | -5.4% | -2.4% | -3.0% | -4.9% |
| 30D | -2.0% | -26.8% | +24.9% | +4.3% |
| 3M | -18.1% | -20.6% | +2.5% | -14.8% |
| 6M | -7.2% | -47.5% | +40.3% | +3.4% |
| YTD | -22.2% | -38.5% | +16.3% | -16.4% |
| 1Y | -50.6% | -31.0% | -19.6% | -48.6% |
| 3Y | +22.9% | +216.5% | -193.7% | -1.5% |
| All | +80.9% | +100.3% | -19.4% | +50.4% |
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