-92.5%
KTOS vs EIX
+355.6%
-448.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | -2.4% | -1.4% | -1.0% | -2.2% |
| 30D | -26.8% | -19.3% | -7.5% | -24.8% |
| 3M | -20.6% | -21.7% | +1.1% | -18.2% |
| 6M | -47.5% | -19.8% | -27.7% | -46.2% |
| YTD | -38.5% | -3.0% | -35.4% | -39.1% |
| 1Y | -31.0% | +5.1% | -36.1% | -32.7% |
| 3Y | +216.5% | -7.0% | +223.5% | +212.1% |
| 5Y | +105.7% | +22.0% | +83.6% | +94.1% |
| 10Y | +615.0% | +19.8% | +595.2% | +567.5% |
| All | -92.5% | +355.6% | -448.1% | -94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling