-31.0%
KTOS vs EOSE
-42.0%
+11.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -2.4% | +1.8% | -4.2% | -2.8% |
| 30D | -26.8% | -6.8% | -20.0% | -26.3% |
| 3M | -20.6% | -36.3% | +15.7% | -16.1% |
| 6M | -47.5% | -38.8% | -8.7% | -45.1% |
| YTD | -38.5% | -65.5% | +27.0% | -29.7% |
| 1Y | -31.0% | -45.3% | +14.3% | -16.7% |
| All | -31.0% | -42.0% | +11.0% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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