+6.4%
OXY vs KTOS
+613.9%
-607.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | +2.8% | -2.4% | +5.2% | +3.3% |
| 30D | +5.5% | -26.8% | +32.3% | +12.2% |
| 3M | +11.3% | -20.6% | +31.9% | +15.4% |
| 6M | +11.6% | -47.5% | +59.1% | +24.3% |
| YTD | +51.6% | -38.5% | +90.1% | +59.3% |
| 1Y | +36.2% | -31.0% | +67.2% | +36.8% |
| 3Y | +1.7% | +216.5% | -214.8% | -35.6% |
| 5Y | +164.5% | +105.7% | +58.8% | +80.9% |
| All | +6.4% | +613.9% | -607.5% | -38.6% |
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