+303.5%
EWY vs KTOS
+613.9%
-310.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.9% | +3.4% |
| 7D | -0.1% | -2.4% | +2.3% | +0.3% |
| 30D | +7.3% | -26.8% | +34.1% | +13.0% |
| 3M | -5.1% | -20.6% | +15.4% | -2.0% |
| 6M | +42.1% | -47.5% | +89.5% | +55.9% |
| YTD | +94.1% | -38.5% | +132.6% | +105.4% |
| 1Y | +147.8% | -31.0% | +178.8% | +154.8% |
| 3Y | +222.9% | +216.5% | +6.4% | +150.0% |
| 5Y | +150.6% | +105.7% | +44.9% | +101.6% |
| All | +303.5% | +613.9% | -310.4% | +189.3% |
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