+606.4%
KTOS vs ED
+108.5%
+497.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.4% | -0.6% |
| 7D | -2.4% | -0.8% | -1.6% | -2.2% |
| 30D | -26.8% | -0.4% | -26.4% | -26.8% |
| 3M | -20.6% | +0.5% | -21.0% | -20.9% |
| 6M | -47.5% | -3.1% | -44.4% | -47.4% |
| YTD | -38.5% | +9.8% | -48.3% | -40.7% |
| 1Y | -31.0% | +12.6% | -43.6% | -34.2% |
| 3Y | +216.5% | +31.4% | +185.1% | +182.0% |
| 5Y | +105.7% | +69.4% | +36.3% | +66.9% |
| All | +606.4% | +108.5% | +497.8% | +500.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling