+606.4%
KTOS vs AEE
+191.1%
+415.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.4% | -0.8% | -1.6% | -2.0% |
| 30D | -26.8% | -2.9% | -23.9% | -25.9% |
| 3M | -20.6% | -2.4% | -18.2% | -20.0% |
| 6M | -47.5% | -2.7% | -44.8% | -47.3% |
| YTD | -38.5% | +7.3% | -45.8% | -41.2% |
| 1Y | -31.0% | +7.5% | -38.6% | -34.2% |
| 3Y | +216.5% | +46.2% | +170.3% | +155.8% |
| 5Y | +105.7% | +39.7% | +66.0% | +68.6% |
| All | +606.4% | +191.1% | +415.2% | +419.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling