-24.8%
KTOS vs AEE
+8.8%
-33.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | -8.0% | +0.3% | -8.4% | -8.0% |
| 30D | -13.6% | -2.3% | -11.3% | -13.5% |
| 3M | -24.6% | +0.2% | -24.8% | -24.8% |
| 6M | -46.3% | -4.7% | -41.6% | -46.0% |
| YTD | -37.0% | +8.1% | -45.1% | -40.1% |
| 1Y | -24.8% | +8.5% | -33.3% | -26.8% |
| All | -24.8% | +8.8% | -33.6% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 1y: compounded portfolio wealth divided by compounded AEE 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…
1y analysis · Full analysis span regression · 6 months rolling