+2,268.8%
VALE vs KTOS
-11.1%
+2,279.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -0.3% | -2.4% | +2.1% | +0.2% |
| 30D | +8.6% | -26.8% | +35.5% | +14.8% |
| 3M | +2.0% | -20.6% | +22.6% | +5.4% |
| 6M | +2.1% | -47.5% | +49.6% | +12.8% |
| YTD | +20.2% | -38.5% | +58.7% | +26.6% |
| 1Y | +55.2% | -31.0% | +86.2% | +57.7% |
| 3Y | +45.9% | +216.5% | -170.6% | +5.1% |
| 5Y | +41.4% | +105.7% | -64.3% | +6.9% |
| 10Y | +513.1% | +615.0% | -101.9% | +239.0% |
| All | +2,268.8% | -11.1% | +2,279.9% | +1,268.6% |
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