-60.1%
KTOS vs ELF
-3.2%
-56.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +1.9% | -14.2% | -12.6% |
| 7D | -12.7% | -1.5% | -11.1% | -12.4% |
| 30D | -14.4% | +9.5% | -23.9% | -16.1% |
| 3M | -30.7% | +29.4% | -60.0% | -34.7% |
| 6M | -41.9% | +83.7% | -125.7% | -49.4% |
| YTD | -52.6% | +49.4% | -102.1% | -58.0% |
| 1Y | -60.1% | -3.9% | -56.2% | -61.9% |
| All | -60.1% | -3.2% | -56.9% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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