-92.5%
KTOS vs EL
+480.9%
-573.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | -2.4% | -6.5% | +4.1% | -0.5% |
| 30D | -26.8% | +11.1% | -38.0% | -29.5% |
| 3M | -20.6% | +10.7% | -31.3% | -23.5% |
| 6M | -47.5% | +6.9% | -54.4% | -49.2% |
| YTD | -38.5% | -6.3% | -32.2% | -38.8% |
| 1Y | -31.0% | +13.5% | -44.5% | -35.3% |
| 3Y | +216.5% | -33.1% | +249.6% | +224.7% |
| 5Y | +105.7% | -68.8% | +174.4% | +162.7% |
| 10Y | +615.0% | +26.1% | +588.9% | +507.3% |
| All | -92.5% | +480.9% | -573.4% | -95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling