+97.5%
KTOS vs ESI
+67.8%
+29.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -2.4% | -4.6% | +2.3% | -0.5% |
| 30D | -26.8% | -10.5% | -16.3% | -23.5% |
| 3M | -20.6% | -19.8% | -0.8% | -14.2% |
| 6M | -47.5% | +5.8% | -53.3% | -50.6% |
| YTD | -38.5% | +38.3% | -76.8% | -49.0% |
| 1Y | -31.0% | +31.5% | -62.5% | -41.4% |
| 3Y | +216.5% | +80.7% | +135.9% | +127.1% |
| All | +97.5% | +67.8% | +29.7% | +34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling