-56.9%
KTOS vs AEIS
-16.1%
-40.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -12.2% | +5.1% | -3.7% |
| 7D | -23.4% | -22.6% | -0.8% | -17.8% |
| 30D | -23.6% | -38.7% | +15.1% | -13.6% |
| 3M | -39.7% | -43.6% | +3.9% | -30.7% |
| 6M | -43.7% | -46.2% | +2.5% | -36.7% |
| YTD | -56.0% | -11.2% | -44.8% | -63.9% |
| 1Y | -56.9% | -17.7% | -39.2% | -61.5% |
| All | -56.9% | -16.1% | -40.8% | -61.5% |
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