+170.5%
AEP vs KTOS
+613.9%
-443.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | -0.9% | -2.4% | +1.4% | -0.8% |
| 30D | -1.1% | -26.8% | +25.8% | +1.0% |
| 3M | -3.3% | -20.6% | +17.3% | -2.0% |
| 6M | -4.6% | -47.5% | +42.9% | -0.9% |
| YTD | +9.4% | -38.5% | +47.9% | +11.5% |
| 1Y | +16.9% | -31.0% | +47.9% | +17.5% |
| 3Y | +76.6% | +216.5% | -139.9% | +51.6% |
| 5Y | +66.2% | +105.7% | -39.5% | +44.8% |
| All | +170.5% | +613.9% | -443.4% | +125.0% |
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