+750.0%
EXC vs KTOS
-68.9%
+818.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.5% |
| 7D | -1.1% | -2.4% | +1.3% | -1.0% |
| 30D | -3.6% | -26.8% | +23.2% | -2.3% |
| 3M | -4.3% | -20.6% | +16.3% | -3.5% |
| 6M | -9.9% | -47.5% | +37.5% | -7.7% |
| YTD | +1.8% | -38.5% | +40.3% | +3.1% |
| 1Y | +2.9% | -31.0% | +33.9% | +3.3% |
| 3Y | +19.1% | +216.5% | -197.4% | +9.8% |
| 5Y | +44.8% | +105.7% | -60.8% | +34.8% |
| 10Y | +157.6% | +615.0% | -457.4% | +126.6% |
| All | +750.0% | -68.9% | +818.9% | +594.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling