+513.6%
EWT vs KTOS
+613.9%
-100.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.9% |
| 7D | -1.1% | -2.4% | +1.2% | -0.8% |
| 30D | +4.5% | -26.8% | +31.3% | +8.8% |
| 3M | +8.3% | -20.6% | +28.8% | +11.1% |
| 6M | +54.2% | -47.5% | +101.7% | +65.8% |
| YTD | +74.6% | -38.5% | +113.1% | +81.4% |
| 1Y | +84.9% | -31.0% | +115.9% | +87.6% |
| 3Y | +197.5% | +216.5% | -19.0% | +138.3% |
| 5Y | +150.6% | +105.7% | +44.9% | +106.8% |
| All | +513.6% | +613.9% | -100.3% | +371.4% |
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 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