-31.0%
KTOS vs EMB
+3.1%
-34.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.4% |
| 7D | -2.4% | -1.2% | -1.2% | +1.3% |
| 30D | -26.8% | -1.3% | -25.6% | -23.9% |
| 3M | -20.6% | -1.8% | -18.8% | -16.0% |
| 6M | -47.5% | +0.2% | -47.7% | -47.8% |
| YTD | -38.5% | +0.4% | -38.9% | -39.0% |
| 1Y | -31.0% | +2.8% | -33.8% | -32.3% |
| All | -31.0% | +3.1% | -34.1% | -32.3% |
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