+388.2%
EFA vs KTOS
-42.9%
+431.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | -1.5% | -2.4% | +0.8% | -1.3% |
| 30D | -1.7% | -26.8% | +25.2% | +1.8% |
| 3M | +3.5% | -20.6% | +24.1% | +5.7% |
| 6M | +9.5% | -47.5% | +57.0% | +16.4% |
| YTD | +12.9% | -38.5% | +51.4% | +16.7% |
| 1Y | +18.2% | -31.0% | +49.2% | +19.7% |
| 3Y | +64.8% | +216.5% | -151.7% | +36.7% |
| 5Y | +53.9% | +105.7% | -51.8% | +31.1% |
| 10Y | +144.8% | +615.0% | -470.2% | +73.4% |
| All | +388.2% | -42.9% | +431.1% | +267.1% |
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 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