+12.7%
EW vs KTOS
+216.1%
-203.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.1% | -2.7% |
| 7D | -6.2% | -2.4% | -3.8% | -6.0% |
| 30D | -9.3% | -26.8% | +17.5% | -7.9% |
| 3M | -1.6% | -20.6% | +18.9% | -0.6% |
| 6M | -0.8% | -47.5% | +46.6% | +2.1% |
| YTD | -1.0% | -38.5% | +37.5% | +0.4% |
| 1Y | +8.2% | -31.0% | +39.2% | +8.4% |
| 3Y | +12.7% | +216.5% | -203.9% | +1.1% |
| All | +12.7% | +216.1% | -203.4% | +1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling