+9.9%
EMR vs KTOS
-46.4%
+56.2%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.7% |
| 7D | -0.4% | -2.4% | +2.0% | 0.0% |
| 30D | -6.8% | -26.8% | +20.1% | -1.8% |
| 3M | +7.5% | -20.6% | +28.0% | +11.2% |
| 6M | +9.9% | -47.5% | +57.3% | +20.5% |
| All | +9.9% | -46.4% | +56.2% | +20.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling