-24.8%
KTOS vs AEIS
+93.3%
-118.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -1.1% |
| 7D | -8.0% | +3.0% | -11.0% | -8.6% |
| 30D | -13.6% | -14.6% | +1.1% | -11.0% |
| 3M | -24.6% | -12.4% | -12.1% | -24.7% |
| 6M | -46.3% | -15.0% | -31.4% | -46.6% |
| YTD | -37.0% | +34.3% | -71.3% | -41.4% |
| 1Y | -24.8% | +87.4% | -112.2% | -35.7% |
| All | -24.8% | +93.3% | -118.1% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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