+582.6%
KTOS vs ELF
+303.8%
+278.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.8% |
| 7D | -2.4% | -11.6% | +9.3% | -0.3% |
| 30D | -26.8% | +4.6% | -31.5% | -27.6% |
| 3M | -20.6% | +59.7% | -80.3% | -27.3% |
| 6M | -47.5% | +21.2% | -68.7% | -49.8% |
| YTD | -38.5% | +27.4% | -65.9% | -42.2% |
| 1Y | -31.0% | -29.8% | -1.2% | -29.2% |
| 3Y | +216.5% | -28.5% | +245.0% | +200.9% |
| 5Y | +105.7% | +220.0% | -114.4% | +39.1% |
| All | +582.6% | +303.8% | +278.8% | +296.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling