+97.5%
KTOS vs EOSE
-70.0%
+167.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | -2.4% | +1.8% | -4.2% | -2.6% |
| 30D | -26.8% | -6.8% | -20.0% | -26.6% |
| 3M | -20.6% | -36.3% | +15.7% | -17.8% |
| 6M | -47.5% | -38.8% | -8.7% | -46.2% |
| YTD | -38.5% | -65.5% | +27.0% | -34.2% |
| 1Y | -31.0% | -45.3% | +14.3% | -29.8% |
| 3Y | +216.5% | +44.2% | +172.4% | +167.5% |
| All | +97.5% | -70.0% | +167.5% | +89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling