+160.0%
EXPE vs KTOS
+613.9%
-453.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.5% |
| 7D | -5.8% | -2.4% | -3.4% | -5.4% |
| 30D | -13.6% | -26.8% | +13.2% | -8.4% |
| 3M | +25.2% | -20.6% | +45.8% | +29.6% |
| 6M | +22.3% | -47.5% | +69.8% | +36.0% |
| YTD | -0.3% | -38.5% | +38.2% | +3.8% |
| 1Y | +27.8% | -31.0% | +58.8% | +27.5% |
| 3Y | +162.4% | +216.5% | -54.1% | +72.1% |
| 5Y | +95.8% | +105.7% | -9.8% | +37.0% |
| All | +160.0% | +613.9% | -453.9% | +55.5% |
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 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