+842.3%
EEM vs KTOS
-24.7%
+867.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.3% |
| 7D | -1.3% | -2.4% | +1.1% | -0.9% |
| 30D | +2.1% | -26.8% | +28.9% | +6.4% |
| 3M | +1.0% | -20.6% | +21.6% | +3.7% |
| 6M | +15.9% | -47.5% | +63.4% | +24.9% |
| YTD | +24.6% | -38.5% | +63.1% | +29.9% |
| 1Y | +32.3% | -31.0% | +63.3% | +34.4% |
| 3Y | +85.9% | +216.5% | -130.6% | +47.9% |
| 5Y | +45.4% | +105.7% | -60.3% | +19.4% |
| 10Y | +130.1% | +615.0% | -484.9% | +48.5% |
| All | +842.3% | -24.7% | +867.0% | +568.9% |
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