+5,148.4%
ROL vs KTOS
-68.9%
+5,217.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.5% |
| 7D | -3.2% | -2.4% | -0.8% | -3.0% |
| 30D | -4.9% | -26.8% | +21.9% | -2.5% |
| 3M | -25.8% | -20.6% | -5.3% | -24.7% |
| 6M | -37.6% | -47.5% | +9.9% | -34.9% |
| YTD | -41.5% | -38.5% | -3.0% | -40.2% |
| 1Y | -39.5% | -31.0% | -8.5% | -39.1% |
| 3Y | +0.1% | +216.5% | -216.4% | -13.0% |
| 5Y | -4.6% | +105.7% | -110.3% | -15.5% |
| 10Y | +209.9% | +615.0% | -405.1% | +140.7% |
| All | +5,148.4% | -68.9% | +5,217.2% | +3,991.3% |
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