-11.1%
KTOS vs EFV
+255.9%
-267.0%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.4% |
| 7D | -2.4% | -0.8% | -1.6% | -1.8% |
| 30D | -26.8% | +0.6% | -27.5% | -27.2% |
| 3M | -20.6% | +7.5% | -28.1% | -24.6% |
| 6M | -47.5% | +13.0% | -60.5% | -51.6% |
| YTD | -38.5% | +18.3% | -56.8% | -45.1% |
| 1Y | -31.0% | +26.7% | -57.7% | -41.3% |
| 3Y | +216.5% | +89.6% | +127.0% | +102.5% |
| 5Y | +105.7% | +98.2% | +7.5% | +27.6% |
| 10Y | +615.0% | +167.4% | +447.6% | +275.5% |
| All | -11.1% | +255.9% | -267.0% | -61.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling