+273.7%
ELV vs KTOS
+613.9%
-340.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | +3.2% | -2.4% | +5.6% | +3.5% |
| 30D | +5.4% | -26.8% | +32.2% | +9.3% |
| 3M | +5.4% | -20.6% | +25.9% | +7.8% |
| 6M | +45.7% | -47.5% | +93.2% | +55.4% |
| YTD | +21.2% | -38.5% | +59.7% | +24.6% |
| 1Y | +35.6% | -31.0% | +66.6% | +36.1% |
| 3Y | -2.0% | +216.5% | -218.5% | -24.1% |
| 5Y | +26.0% | +105.7% | -79.7% | +1.7% |
| All | +273.7% | +613.9% | -340.2% | +146.2% |
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