+19.1%
EXC vs KTOS
+216.1%
-197.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.5% |
| 7D | -1.1% | -2.4% | +1.3% | -1.1% |
| 30D | -3.6% | -26.8% | +23.2% | -3.4% |
| 3M | -4.3% | -20.6% | +16.3% | -4.0% |
| 6M | -9.9% | -47.5% | +37.5% | -9.0% |
| YTD | +1.8% | -38.5% | +40.3% | +2.2% |
| 1Y | +2.9% | -31.0% | +33.9% | +2.7% |
| 3Y | +19.1% | +216.5% | -197.4% | +5.5% |
| All | +19.1% | +216.1% | -197.0% | +5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling