+219.1%
RCL vs KTOS
+100.3%
+118.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.1% | +0.6% |
| 7D | -1.9% | -2.4% | +0.5% | -1.4% |
| 30D | -15.5% | -26.8% | +11.3% | -9.4% |
| 3M | -9.7% | -20.6% | +10.9% | -5.9% |
| 6M | -8.7% | -47.5% | +38.8% | +3.9% |
| YTD | -5.8% | -38.5% | +32.7% | -1.0% |
| 1Y | -24.5% | -31.0% | +6.6% | -25.3% |
| 3Y | +173.9% | +216.5% | -42.6% | +49.8% |
| All | +219.1% | +100.3% | +118.8% | +107.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling