+216.5%
KTOS vs EAT
+578.9%
-362.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | -2.4% | -7.7% | +5.3% | -1.2% |
| 30D | -26.8% | -13.6% | -13.3% | -25.4% |
| 3M | -20.6% | +33.9% | -54.4% | -24.5% |
| 6M | -47.5% | +47.2% | -94.7% | -51.1% |
| YTD | -38.5% | +48.1% | -86.5% | -42.9% |
| 1Y | -31.0% | +33.7% | -64.7% | -35.1% |
| 3Y | +216.5% | +595.8% | -379.2% | +112.5% |
| All | +216.5% | +578.9% | -362.3% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 3y: compounded portfolio wealth divided by compounded EAT 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…
3y analysis · Full analysis span regression · 6 months rolling