-79.9%
PATH vs KTOS
+83.3%
-163.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | -23.9% | -2.3% | -21.5% | -23.3% |
| 30D | -11.8% | -26.3% | +14.5% | -3.4% |
| 3M | +29.0% | -14.3% | +43.3% | +33.3% |
| 6M | +19.7% | -47.2% | +66.9% | +42.1% |
| YTD | -15.4% | -38.1% | +22.7% | -8.9% |
| 1Y | +19.5% | -28.4% | +47.9% | +19.2% |
| 3Y | -24.9% | +219.6% | -244.5% | -63.4% |
| 5Y | -74.9% | +107.0% | -181.9% | -87.4% |
| All | -79.9% | +83.3% | -163.2% | -90.0% |
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