-34.5%
RBLX vs KTOS
+83.9%
-118.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.6% |
| 7D | +5.1% | -2.4% | +7.4% | +5.9% |
| 30D | +28.0% | -26.8% | +54.9% | +41.0% |
| 3M | +4.6% | -20.6% | +25.2% | +10.7% |
| 6M | -24.7% | -47.5% | +22.8% | -9.9% |
| YTD | -43.8% | -38.5% | -5.4% | -38.4% |
| 1Y | -65.8% | -31.0% | -34.8% | -65.1% |
| 3Y | +59.4% | +216.5% | -157.2% | -23.1% |
| 5Y | -48.2% | +105.7% | -153.9% | -74.8% |
| All | -34.5% | +83.9% | -118.4% | -68.7% |
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