+216.5%
KTOS vs ES
+26.7%
+189.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -2.4% | -3.6% | +1.2% | -1.8% |
| 30D | -26.8% | -4.2% | -22.6% | -26.3% |
| 3M | -20.6% | +0.1% | -20.7% | -20.9% |
| 6M | -47.5% | -6.2% | -41.3% | -47.1% |
| YTD | -38.5% | +4.1% | -42.6% | -39.3% |
| 1Y | -31.0% | +10.2% | -41.2% | -32.5% |
| 3Y | +216.5% | +26.1% | +190.5% | +195.6% |
| All | +216.5% | +26.7% | +189.8% | +195.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 3y: compounded portfolio wealth divided by compounded ES 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…
3y analysis · Full analysis span regression · 6 months rolling