+1,104.6%
RSP vs KTOS
-32.2%
+1,136.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | -1.9% | -2.4% | +0.5% | -1.6% |
| 30D | -2.8% | -26.8% | +24.0% | +1.1% |
| 3M | +2.8% | -20.6% | +23.4% | +5.3% |
| 6M | +10.2% | -47.5% | +57.7% | +18.1% |
| YTD | +13.1% | -38.5% | +51.6% | +17.2% |
| 1Y | +14.8% | -31.0% | +45.8% | +16.1% |
| 3Y | +52.6% | +216.5% | -163.9% | +22.1% |
| 5Y | +51.6% | +105.7% | -54.1% | +25.3% |
| 10Y | +210.2% | +615.0% | -404.8% | +110.8% |
| All | +1,104.6% | -32.2% | +1,136.8% | +809.9% |
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