+606.4%
KTOS vs EL
+26.1%
+580.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | -2.4% | -6.5% | +4.1% | -0.2% |
| 30D | -26.8% | +11.1% | -38.0% | -29.9% |
| 3M | -20.6% | +10.7% | -31.3% | -23.9% |
| 6M | -47.5% | +6.9% | -54.4% | -49.4% |
| YTD | -38.5% | -6.3% | -32.2% | -39.0% |
| 1Y | -31.0% | +13.5% | -44.5% | -36.1% |
| 3Y | +216.5% | -33.1% | +249.6% | +231.0% |
| 5Y | +105.7% | -68.8% | +174.4% | +197.7% |
| All | +606.4% | +26.1% | +580.2% | +497.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling