-92.4%
KTOS vs ES
+689.9%
-782.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.3% |
| 7D | -2.3% | -3.5% | +1.1% | -1.0% |
| 30D | -26.3% | -3.0% | -23.3% | -25.5% |
| 3M | -14.3% | -0.3% | -14.0% | -14.6% |
| 6M | -47.2% | -5.2% | -42.0% | -46.4% |
| YTD | -38.1% | +4.8% | -42.9% | -39.6% |
| 1Y | -28.4% | +12.7% | -41.2% | -32.5% |
| 3Y | +219.6% | +27.5% | +192.1% | +178.6% |
| 5Y | +107.0% | -4.7% | +111.7% | +102.0% |
| 10Y | +619.4% | +83.6% | +535.8% | +429.8% |
| All | -92.4% | +689.9% | -782.3% | -96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling