+196.2%
RF vs KTOS
-68.8%
+265.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | -0.2% |
| 7D | -0.1% | -2.2% | +2.0% | +0.1% |
| 30D | -4.0% | -25.1% | +21.1% | -0.8% |
| 3M | +5.6% | -16.8% | +22.4% | +7.2% |
| 6M | +13.1% | -49.5% | +62.5% | +20.9% |
| YTD | +13.6% | -38.4% | +52.0% | +17.4% |
| 1Y | +16.0% | -27.6% | +43.6% | +16.7% |
| 3Y | +90.2% | +218.0% | -127.8% | +56.9% |
| 5Y | +87.0% | +100.1% | -13.1% | +59.7% |
| 10Y | +338.5% | +615.8% | -277.3% | +222.3% |
| All | +196.2% | -68.8% | +265.1% | +116.2% |
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