-31.0%
KTOS vs AEE
+8.8%
-39.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.4% | -0.8% | -1.6% | -2.4% |
| 30D | -26.8% | -2.9% | -23.9% | -26.8% |
| 3M | -20.6% | -2.4% | -18.2% | -20.6% |
| 6M | -47.5% | -2.7% | -44.8% | -47.6% |
| YTD | -38.5% | +7.3% | -45.8% | -41.3% |
| 1Y | -31.0% | +7.5% | -38.6% | -33.6% |
| All | -31.0% | +8.8% | -39.8% | -33.6% |
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 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