+141.9%
EWJ vs KTOS
+613.9%
-472.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.3% |
| 7D | +0.3% | -2.4% | +2.6% | +0.6% |
| 30D | +0.8% | -26.8% | +27.6% | +4.7% |
| 3M | +7.5% | -20.6% | +28.1% | +10.1% |
| 6M | +15.6% | -47.5% | +63.1% | +23.7% |
| YTD | +22.7% | -38.5% | +61.2% | +27.3% |
| 1Y | +26.4% | -31.0% | +57.4% | +28.0% |
| 3Y | +72.5% | +216.5% | -144.0% | +38.9% |
| 5Y | +52.4% | +105.7% | -53.2% | +26.4% |
| All | +141.9% | +613.9% | -472.0% | +74.5% |
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 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