+279.2%
RTX vs KTOS
+613.9%
-334.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -1.5% | -2.4% | +0.8% | -1.0% |
| 30D | -11.0% | -26.8% | +15.9% | -4.6% |
| 3M | +7.7% | -20.6% | +28.2% | +12.5% |
| 6M | -3.9% | -47.5% | +43.6% | +8.7% |
| YTD | +9.0% | -38.5% | +47.4% | +16.4% |
| 1Y | +27.3% | -31.0% | +58.3% | +30.3% |
| 3Y | +172.9% | +216.5% | -43.6% | +83.3% |
| 5Y | +165.2% | +105.7% | +59.5% | +90.0% |
| All | +279.2% | +613.9% | -334.7% | +118.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling