+97.5%
KTOS vs EME
+575.5%
-478.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -4.9% | -2.7% |
| 7D | -2.4% | +3.5% | -5.9% | -4.0% |
| 30D | -26.8% | -6.3% | -20.5% | -24.6% |
| 3M | -20.6% | -3.8% | -16.8% | -20.2% |
| 6M | -47.5% | +8.5% | -56.0% | -50.5% |
| YTD | -38.5% | +27.8% | -66.3% | -46.6% |
| 1Y | -31.0% | +22.2% | -53.2% | -39.4% |
| 3Y | +216.5% | +253.5% | -36.9% | +55.6% |
| All | +97.5% | +575.5% | -478.0% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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