+688.1%
QCOM vs KTOS
-68.7%
+756.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +4.9% | -2.3% | +7.3% | +5.3% |
| 30D | +9.3% | -26.3% | +35.6% | +13.8% |
| 3M | -7.0% | -14.3% | +7.3% | -5.6% |
| 6M | +32.0% | -47.2% | +79.2% | +41.7% |
| YTD | +5.0% | -38.1% | +43.1% | +9.0% |
| 1Y | +13.6% | -28.4% | +42.0% | +14.6% |
| 3Y | +77.6% | +219.6% | -142.0% | +42.8% |
| 5Y | +38.2% | +107.0% | -68.8% | +15.4% |
| 10Y | +282.8% | +619.4% | -336.6% | +161.1% |
| All | +688.1% | -68.7% | +756.8% | +517.3% |
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