+276.1%
EBAY vs KTOS
+613.9%
-337.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.7% |
| 7D | +4.2% | -2.4% | +6.6% | +4.5% |
| 30D | +5.6% | -26.8% | +32.5% | +9.9% |
| 3M | -1.4% | -20.6% | +19.2% | +0.9% |
| 6M | +18.2% | -47.5% | +65.7% | +27.1% |
| YTD | +24.8% | -38.5% | +63.3% | +29.8% |
| 1Y | +18.0% | -31.0% | +49.0% | +19.8% |
| 3Y | +160.3% | +216.5% | -56.3% | +103.5% |
| 5Y | +62.1% | +105.7% | -43.5% | +30.2% |
| All | +276.1% | +613.9% | -337.8% | +158.1% |
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