+174.6%
QLD vs KTOS
+216.1%
-41.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.4% | +1.9% |
| 7D | -1.2% | -2.4% | +1.1% | -0.7% |
| 30D | -3.0% | -26.8% | +23.8% | +4.4% |
| 3M | -2.8% | -20.6% | +17.8% | +1.8% |
| 6M | +32.0% | -47.5% | +79.5% | +50.9% |
| YTD | +27.3% | -38.5% | +65.8% | +34.8% |
| 1Y | +37.9% | -31.0% | +68.9% | +38.1% |
| 3Y | +174.6% | +216.5% | -41.9% | +66.1% |
| All | +174.6% | +216.1% | -41.5% | +66.1% |
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