+282.9%
QCOM vs KTOS
+613.9%
-331.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.0% |
| 7D | +7.8% | -2.4% | +10.2% | +8.3% |
| 30D | +12.2% | -26.8% | +39.0% | +18.6% |
| 3M | -9.9% | -20.6% | +10.7% | -6.8% |
| 6M | +36.9% | -47.5% | +84.4% | +51.1% |
| YTD | +8.0% | -38.5% | +46.5% | +13.2% |
| 1Y | +15.0% | -31.0% | +46.0% | +15.9% |
| 3Y | +75.8% | +216.5% | -140.7% | +23.1% |
| 5Y | +42.2% | +105.7% | -63.5% | +3.9% |
| All | +282.9% | +613.9% | -331.0% | +149.2% |
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