+216.5%
KTOS vs EIX
-7.1%
+223.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | -2.4% | -1.4% | -1.0% | -2.2% |
| 30D | -26.8% | -19.3% | -7.5% | -25.5% |
| 3M | -20.6% | -21.7% | +1.1% | -19.1% |
| 6M | -47.5% | -19.8% | -27.7% | -46.8% |
| YTD | -38.5% | -3.0% | -35.4% | -40.1% |
| 1Y | -31.0% | +5.1% | -36.1% | -34.0% |
| 3Y | +216.5% | -7.0% | +223.5% | +211.2% |
| All | +216.5% | -7.1% | +223.7% | +211.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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