+75.8%
QCOM vs KTOS
+216.1%
-140.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.0% |
| 7D | +7.8% | -2.4% | +10.2% | +8.1% |
| 30D | +12.2% | -26.8% | +39.0% | +16.4% |
| 3M | -9.9% | -20.6% | +10.7% | -7.7% |
| 6M | +36.9% | -47.5% | +84.4% | +46.4% |
| YTD | +8.0% | -38.5% | +46.5% | +10.5% |
| 1Y | +15.0% | -31.0% | +46.0% | +13.4% |
| 3Y | +75.8% | +216.5% | -140.7% | +24.6% |
| All | +75.8% | +216.1% | -140.3% | +24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling