-67.9%
XYZ vs KTOS
+100.3%
-168.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -4.3% | -2.4% | -1.9% | -3.5% |
| 30D | +1.2% | -26.8% | +28.0% | +12.2% |
| 3M | +14.6% | -20.6% | +35.2% | +21.9% |
| 6M | +22.6% | -47.5% | +70.1% | +48.1% |
| YTD | +21.7% | -38.5% | +60.2% | +31.0% |
| 1Y | +6.7% | -31.0% | +37.7% | +5.2% |
| 3Y | +46.8% | +216.5% | -169.7% | -43.0% |
| All | -67.9% | +100.3% | -168.2% | -85.5% |
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