+149.4%
EWT vs KTOS
+100.3%
+49.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.6% |
| 3M | +8.3% | -20.6% | +28.8% | +10.9% |
| 6M | +54.2% | -47.5% | +101.7% | +65.1% |
| YTD | +74.6% | -38.5% | +113.1% | +80.7% |
| 1Y | +84.9% | -31.0% | +115.9% | +86.9% |
| 3Y | +197.5% | +216.5% | -19.0% | +137.9% |
| All | +149.4% | +100.3% | +49.1% | +108.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling