+291.5%
T vs KTOS
-68.9%
+360.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.0% |
| 7D | +1.5% | -2.4% | +3.8% | +1.6% |
| 30D | +7.5% | -26.8% | +34.3% | +9.2% |
| 3M | +14.8% | -20.6% | +35.4% | +15.9% |
| 6M | -1.7% | -47.5% | +45.7% | +1.0% |
| YTD | +8.7% | -38.5% | +47.2% | +10.1% |
| 1Y | -7.5% | -31.0% | +23.5% | -7.3% |
| 3Y | +110.2% | +216.5% | -106.3% | +90.0% |
| 5Y | +71.6% | +105.7% | -34.0% | +57.1% |
| 10Y | +74.5% | +615.0% | -540.5% | +46.7% |
| All | +291.5% | -68.9% | +360.4% | +208.7% |
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