+1,190.0%
ORCL vs KTOS
-68.9%
+1,258.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | -5.4% | -2.4% | -3.0% | -5.0% |
| 30D | -2.0% | -26.8% | +24.9% | +3.0% |
| 3M | -18.1% | -20.6% | +2.5% | -15.4% |
| 6M | -7.2% | -47.5% | +40.3% | +1.6% |
| YTD | -22.2% | -38.5% | +16.3% | -17.6% |
| 1Y | -50.6% | -31.0% | -19.6% | -49.1% |
| 3Y | +22.9% | +216.5% | -193.7% | -2.0% |
| 5Y | +79.3% | +105.7% | -26.4% | +48.2% |
| 10Y | +335.9% | +615.0% | -279.1% | +177.0% |
| All | +1,190.0% | -68.9% | +1,258.9% | +879.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling