+59.5%
EWZ vs KTOS
+100.3%
-40.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.9% |
| 7D | +0.9% | -2.4% | +3.2% | +1.1% |
| 30D | +12.8% | -26.8% | +39.6% | +16.7% |
| 3M | +10.8% | -20.6% | +31.3% | +13.1% |
| 6M | +2.5% | -47.5% | +50.0% | +8.9% |
| YTD | +21.4% | -38.5% | +59.8% | +25.2% |
| 1Y | +32.8% | -31.0% | +63.8% | +33.7% |
| 3Y | +45.2% | +216.5% | -171.3% | +15.7% |
| All | +59.5% | +100.3% | -40.8% | +37.8% |
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