-60.1%
KTOS vs ED
+27.1%
-87.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +3.0% | -15.3% | -10.5% |
| 7D | -12.7% | +5.4% | -18.0% | -9.9% |
| 30D | -14.4% | +16.4% | -30.8% | -7.1% |
| 3M | -30.7% | +11.9% | -42.6% | -26.3% |
| 6M | -41.9% | +11.6% | -53.5% | -38.1% |
| YTD | -52.6% | +24.1% | -76.7% | -48.2% |
| 1Y | -60.1% | +26.9% | -87.0% | -56.5% |
| All | -60.1% | +27.1% | -87.3% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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