+8,856.8%
QLD vs KTOS
+53.0%
+8,803.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.3% |
| 7D | -2.6% | -2.3% | -0.3% | -2.0% |
| 30D | -3.3% | -26.3% | +23.0% | +4.9% |
| 3M | +1.8% | -14.3% | +16.1% | +5.1% |
| 6M | +29.7% | -47.2% | +76.9% | +50.3% |
| YTD | +25.1% | -38.1% | +63.2% | +35.2% |
| 1Y | +37.1% | -28.4% | +65.6% | +40.3% |
| 3Y | +176.3% | +219.6% | -43.3% | +79.9% |
| 5Y | +121.0% | +107.0% | +14.0% | +57.3% |
| 10Y | +1,688.7% | +619.4% | +1,069.3% | +810.6% |
| All | +8,856.8% | +53.0% | +8,803.8% | +4,819.5% |
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