-24.8%
KTOS vs ELAN
+41.2%
-66.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -8.0% | +1.6% | -9.7% | -8.5% |
| 30D | -13.6% | -6.6% | -7.0% | -12.1% |
| 3M | -24.6% | -0.8% | -23.7% | -25.3% |
| 6M | -46.3% | +0.2% | -46.6% | -47.2% |
| YTD | -37.0% | +8.3% | -45.3% | -40.6% |
| 1Y | -24.8% | +40.2% | -65.0% | -30.3% |
| All | -24.8% | +41.2% | -66.0% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 1y: compounded portfolio wealth divided by compounded ELAN 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…
1y analysis · Full analysis span regression · 6 months rolling