+447.4%
KTOS vs ESI
+209.6%
+237.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -2.4% | -4.6% | +2.3% | -0.7% |
| 30D | -26.8% | -10.5% | -16.3% | -23.9% |
| 3M | -20.6% | -19.8% | -0.8% | -14.6% |
| 6M | -47.5% | +5.8% | -53.3% | -49.8% |
| YTD | -38.5% | +38.3% | -76.8% | -47.0% |
| 1Y | -31.0% | +31.5% | -62.5% | -39.3% |
| 3Y | +216.5% | +80.7% | +135.9% | +142.3% |
| 5Y | +105.7% | +69.4% | +36.3% | +58.1% |
| 10Y | +615.0% | +303.8% | +311.2% | +292.0% |
| All | +447.4% | +209.6% | +237.8% | +256.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling