-31.0%
KTOS vs AEIS
+81.9%
-112.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.9% | -5.6% | -1.6% |
| 7D | -2.4% | +2.3% | -4.6% | -2.9% |
| 30D | -26.8% | -14.8% | -12.0% | -24.7% |
| 3M | -20.6% | -15.6% | -5.0% | -20.1% |
| 6M | -47.5% | -8.7% | -38.8% | -48.2% |
| YTD | -38.5% | +37.3% | -75.8% | -42.9% |
| 1Y | -31.0% | +80.3% | -111.3% | -37.7% |
| All | -31.0% | +81.9% | -112.9% | -37.7% |
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