+123.0%
XRT vs KTOS
+613.9%
-490.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.5% |
| 7D | -3.2% | -2.4% | -0.8% | -2.8% |
| 30D | -4.5% | -26.8% | +22.3% | +1.3% |
| 3M | -3.1% | -20.6% | +17.5% | +0.4% |
| 6M | +4.2% | -47.5% | +51.7% | +15.8% |
| YTD | -0.1% | -38.5% | +38.4% | +5.2% |
| 1Y | -3.0% | -31.0% | +28.0% | -2.1% |
| 3Y | +41.8% | +216.5% | -174.7% | -4.5% |
| 5Y | -1.3% | +105.7% | -107.0% | -29.6% |
| All | +123.0% | +613.9% | -490.9% | +26.6% |
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 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