-24.8%
KTOS vs ESTC
+7.3%
-32.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | +0.6% |
| 7D | -8.0% | -8.1% | +0.1% | -6.1% |
| 30D | -13.6% | +31.7% | -45.3% | -21.0% |
| 3M | -24.6% | +41.1% | -65.6% | -32.7% |
| 6M | -46.3% | +77.1% | -123.4% | -55.6% |
| YTD | -37.0% | +21.7% | -58.7% | -43.6% |
| 1Y | -24.8% | +8.4% | -33.2% | -29.7% |
| All | -24.8% | +7.3% | -32.1% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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