-75.9%
RIG vs KTOS
-68.9%
-7.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | -3.1% | -2.4% | -0.7% | -2.7% |
| 30D | -0.5% | -26.8% | +26.3% | +4.3% |
| 3M | -6.0% | -20.6% | +14.6% | -3.2% |
| 6M | -10.1% | -47.5% | +37.3% | -2.2% |
| YTD | +37.3% | -38.5% | +75.8% | +43.8% |
| 1Y | +73.9% | -31.0% | +104.9% | +77.6% |
| 3Y | -30.2% | +216.5% | -246.7% | -45.1% |
| 5Y | +62.5% | +105.7% | -43.2% | +34.3% |
| 10Y | -42.3% | +615.0% | -657.3% | -59.0% |
| All | -75.9% | -68.9% | -7.0% | -80.5% |
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