-24.8%
KTOS vs EMB
+5.7%
-30.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -8.0% | 0.0% | -8.0% | -8.0% |
| 30D | -13.6% | -0.3% | -13.3% | -12.8% |
| 3M | -24.6% | -0.4% | -24.2% | -23.4% |
| 6M | -46.3% | +0.1% | -46.5% | -47.7% |
| YTD | -37.0% | +1.6% | -38.6% | -39.8% |
| 1Y | -24.8% | +5.6% | -30.4% | -28.6% |
| All | -24.8% | +5.7% | -30.5% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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