-32.7%
KTOS vs ED
+12.0%
-44.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +1.5% |
| 7D | -0.5% | -1.4% | +0.9% | -1.3% |
| 30D | -26.3% | -2.0% | -24.3% | -27.1% |
| 3M | -17.6% | -1.0% | -16.6% | -17.8% |
| 6M | -45.6% | -6.4% | -39.3% | -47.1% |
| YTD | -37.3% | +9.1% | -46.4% | -34.5% |
| All | -32.7% | +12.0% | -44.7% | -28.9% |
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