+11,358.6%
ORLY vs KTOS
-68.9%
+11,427.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.4% |
| 7D | -2.4% | -2.4% | 0.0% | -2.2% |
| 30D | -6.8% | -26.8% | +20.1% | -4.4% |
| 3M | -4.8% | -20.6% | +15.8% | -3.3% |
| 6M | -9.1% | -47.5% | +38.4% | -5.1% |
| YTD | -5.9% | -38.5% | +32.6% | -3.7% |
| 1Y | -20.4% | -31.0% | +10.6% | -19.8% |
| 3Y | +36.6% | +216.5% | -180.0% | +19.1% |
| 5Y | +117.3% | +105.7% | +11.6% | +92.9% |
| 10Y | +362.7% | +615.0% | -252.3% | +259.2% |
| All | +11,358.6% | -68.9% | +11,427.5% | +9,113.2% |
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 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