+216.5%
KTOS vs ELAN
+99.1%
+117.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.9% |
| 7D | -2.4% | -5.4% | +3.1% | -1.4% |
| 30D | -26.8% | +4.7% | -31.5% | -27.5% |
| 3M | -20.6% | -3.7% | -16.9% | -20.6% |
| 6M | -47.5% | -1.2% | -46.3% | -47.8% |
| YTD | -38.5% | +2.4% | -40.9% | -39.4% |
| 1Y | -31.0% | +23.4% | -54.4% | -33.9% |
| 3Y | +216.5% | +96.7% | +119.9% | +163.2% |
| All | +216.5% | +99.1% | +117.5% | +163.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling