-60.1%
KTOS vs ESI
+27.8%
-88.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -4.6% | -7.6% | -10.6% |
| 7D | -12.7% | -6.6% | -6.1% | -10.4% |
| 30D | -14.4% | -10.9% | -3.5% | -11.0% |
| 3M | -30.7% | -13.8% | -16.9% | -27.2% |
| 6M | -41.9% | -21.5% | -20.4% | -38.7% |
| YTD | -52.6% | +34.7% | -87.3% | -66.8% |
| 1Y | -60.1% | +24.9% | -85.0% | -70.2% |
| All | -60.1% | +27.8% | -88.0% | -70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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