+97.5%
KTOS vs EFV
+95.9%
+1.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.7% |
| 7D | -2.4% | -0.8% | -1.6% | -1.6% |
| 30D | -26.8% | +0.6% | -27.5% | -27.3% |
| 3M | -20.6% | +7.5% | -28.1% | -25.9% |
| 6M | -47.5% | +13.0% | -60.5% | -52.9% |
| YTD | -38.5% | +18.3% | -56.8% | -47.1% |
| 1Y | -31.0% | +26.7% | -57.7% | -44.1% |
| 3Y | +216.5% | +89.6% | +127.0% | +78.8% |
| All | +97.5% | +95.9% | +1.6% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling