-24.8%
KTOS vs ECL
+3.0%
-27.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -8.0% | -2.6% | -5.4% | -7.7% |
| 30D | -13.6% | -2.2% | -11.4% | -13.3% |
| 3M | -24.6% | +10.1% | -34.7% | -26.7% |
| 6M | -46.3% | -5.7% | -40.6% | -47.0% |
| YTD | -37.0% | +7.0% | -44.0% | -40.3% |
| 1Y | -24.8% | +2.7% | -27.5% | -25.9% |
| All | -24.8% | +3.0% | -27.8% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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