+34.5%
QXO vs KTOS
+613.9%
-579.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -7.8% | -2.4% | -5.4% | -7.2% |
| 30D | -18.1% | -26.8% | +8.7% | -11.5% |
| 3M | -25.8% | -20.6% | -5.2% | -21.9% |
| 6M | -41.7% | -47.5% | +5.8% | -32.8% |
| YTD | -36.2% | -38.5% | +2.3% | -30.4% |
| 1Y | -42.1% | -31.0% | -11.1% | -39.1% |
| 3Y | -46.2% | +216.5% | -262.7% | -61.3% |
| 5Y | -70.7% | +105.7% | -176.4% | -77.8% |
| All | +34.5% | +613.9% | -579.4% | -25.5% |
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 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