+505.0%
XYZ vs KTOS
+910.3%
-405.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | -5.2% | -2.3% | -2.8% | -4.4% |
| 30D | 0.0% | -26.3% | +26.3% | +10.4% |
| 3M | +18.7% | -14.3% | +33.0% | +22.7% |
| 6M | +20.5% | -47.2% | +67.7% | +44.2% |
| YTD | +21.5% | -38.1% | +59.6% | +31.9% |
| 1Y | +7.2% | -28.4% | +35.7% | +7.4% |
| 3Y | +49.0% | +219.6% | -170.6% | -23.2% |
| 5Y | -68.1% | +107.0% | -175.1% | -81.3% |
| 10Y | +601.6% | +619.4% | -17.9% | +185.0% |
| All | +505.0% | +910.3% | -405.3% | +104.8% |
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