+69.5%
T vs KTOS
+100.3%
-30.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.0% |
| 7D | +1.5% | -2.4% | +3.8% | +1.5% |
| 30D | +7.5% | -26.8% | +34.3% | +7.8% |
| 3M | +14.8% | -20.6% | +35.4% | +15.2% |
| 6M | -1.7% | -47.5% | +45.7% | -1.0% |
| YTD | +8.7% | -38.5% | +47.2% | +8.3% |
| 1Y | -7.5% | -31.0% | +23.5% | -8.7% |
| 3Y | +110.2% | +216.5% | -106.3% | +85.1% |
| All | +69.5% | +100.3% | -30.8% | +53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling