+361.0%
ORLY vs KTOS
+613.9%
-252.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.4% |
| 7D | -2.4% | -2.4% | 0.0% | -2.1% |
| 30D | -6.8% | -26.8% | +20.1% | -3.8% |
| 3M | -4.8% | -20.6% | +15.8% | -2.9% |
| 6M | -9.1% | -47.5% | +38.4% | -3.9% |
| YTD | -5.9% | -38.5% | +32.6% | -3.3% |
| 1Y | -20.4% | -31.0% | +10.6% | -20.1% |
| 3Y | +36.6% | +216.5% | -180.0% | +10.1% |
| 5Y | +117.3% | +105.7% | +11.6% | +80.5% |
| All | +361.0% | +613.9% | -252.9% | +218.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling