+31.7%
KRE vs KTOS
+100.3%
-68.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -1.8% | -2.4% | +0.5% | -1.5% |
| 30D | -4.5% | -26.8% | +22.3% | +0.2% |
| 3M | +2.7% | -20.6% | +23.3% | +5.8% |
| 6M | +16.9% | -47.5% | +64.3% | +27.8% |
| YTD | +15.4% | -38.5% | +53.9% | +19.8% |
| 1Y | +16.1% | -31.0% | +47.1% | +15.8% |
| 3Y | +85.7% | +216.5% | -130.8% | +25.4% |
| All | +31.7% | +100.3% | -68.6% | +1.2% |
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