-24.8%
KTOS vs EFV
+30.7%
-55.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.4% |
| 7D | -8.0% | +1.5% | -9.5% | -10.1% |
| 30D | -13.6% | +1.7% | -15.3% | -15.8% |
| 3M | -24.6% | +8.6% | -33.2% | -33.1% |
| 6M | -46.3% | +11.7% | -58.0% | -54.4% |
| YTD | -37.0% | +19.3% | -56.3% | -51.4% |
| 1Y | -24.8% | +30.2% | -55.0% | -43.7% |
| All | -24.8% | +30.7% | -55.5% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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