+223.2%
KTOS vs EFV
+87.1%
+136.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.3% |
| 7D | -0.5% | -1.2% | +0.7% | +0.7% |
| 30D | -26.3% | 0.0% | -26.4% | -26.4% |
| 3M | -17.6% | +6.6% | -24.2% | -22.8% |
| 6M | -45.6% | +15.8% | -61.4% | -52.5% |
| YTD | -37.3% | +17.9% | -55.2% | -46.2% |
| 1Y | -31.2% | +26.9% | -58.2% | -44.4% |
| 3Y | +223.2% | +85.8% | +137.4% | +89.8% |
| All | +223.2% | +87.1% | +136.2% | +89.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling