-92.5%
KTOS vs ECL
+2,114.5%
-2,207.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.5% |
| 7D | -2.4% | -1.1% | -1.3% | -1.8% |
| 30D | -26.8% | -0.8% | -26.0% | -26.6% |
| 3M | -20.6% | +5.0% | -25.6% | -23.1% |
| 6M | -47.5% | +0.2% | -47.7% | -47.9% |
| YTD | -38.5% | +5.8% | -44.3% | -41.0% |
| 1Y | -31.0% | +1.5% | -32.5% | -32.6% |
| 3Y | +216.5% | +55.0% | +161.6% | +144.9% |
| 5Y | +105.7% | +29.3% | +76.4% | +72.0% |
| 10Y | +615.0% | +159.3% | +455.7% | +328.2% |
| All | -92.5% | +2,114.5% | -2,207.0% | -97.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling