+169.7%
EXE vs KTOS
+41.0%
+128.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | -3.1% | -2.4% | -0.8% | -2.8% |
| 30D | -0.9% | -26.8% | +25.9% | +3.1% |
| 3M | +9.6% | -20.6% | +30.1% | +12.3% |
| 6M | -11.6% | -47.5% | +35.9% | -4.8% |
| YTD | -12.6% | -38.5% | +25.9% | -10.5% |
| 1Y | +1.2% | -31.0% | +32.2% | +0.1% |
| 3Y | +18.0% | +216.5% | -198.5% | -18.5% |
| 5Y | +101.1% | +105.7% | -4.6% | +46.5% |
| All | +169.7% | +41.0% | +128.7% | +109.3% |
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 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