+12.5%
EW vs KTOS
-31.5%
+43.9%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.3% |
| 7D | -4.9% | -0.5% | -4.4% | -4.9% |
| 30D | -6.6% | -26.3% | +19.7% | -5.5% |
| 3M | +0.5% | -17.6% | +18.1% | +1.2% |
| 6M | +4.5% | -45.6% | +50.2% | +6.8% |
| YTD | +0.3% | -37.3% | +37.6% | +1.7% |
| All | +12.5% | -31.5% | +43.9% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling