-53.5%
KTOS vs AEE
+14.2%
-67.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +2.5% | -14.7% | -12.2% |
| 7D | -12.7% | +4.7% | -17.4% | -12.8% |
| 30D | -14.4% | +13.4% | -27.8% | -15.1% |
| 3M | -30.7% | +4.1% | -34.7% | -30.8% |
| 6M | -41.9% | +2.0% | -44.0% | -41.8% |
| YTD | -52.6% | +15.6% | -68.3% | -57.2% |
| All | -53.5% | +14.2% | -67.7% | -57.5% |
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