+97.5%
KTOS vs EMB
+6.3%
+91.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -2.4% | -1.2% | -1.2% | -0.6% |
| 30D | -26.8% | -1.3% | -25.6% | -25.5% |
| 3M | -20.6% | -1.8% | -18.8% | -18.4% |
| 6M | -47.5% | +0.2% | -47.7% | -47.2% |
| YTD | -38.5% | +0.4% | -38.9% | -38.3% |
| 1Y | -31.0% | +2.8% | -33.8% | -33.0% |
| 3Y | +216.5% | +29.1% | +187.4% | +128.6% |
| All | +97.5% | +6.3% | +91.2% | +49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling