+383.8%
KTOS vs BOXX
+18.5%
+365.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.9% |
| 7D | -2.4% | +0.1% | -2.4% | -2.7% |
| 30D | -26.8% | +0.3% | -27.2% | -28.2% |
| 3M | -20.6% | +1.0% | -21.6% | -25.5% |
| 6M | -47.5% | +1.9% | -49.4% | -53.4% |
| YTD | -38.5% | +2.7% | -41.2% | -47.0% |
| 1Y | -31.0% | +4.0% | -35.0% | -42.2% |
| 3Y | +216.5% | +14.7% | +201.9% | +188.2% |
| All | +383.8% | +18.5% | +365.4% | +125.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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