-60.1%
KTOS vs ESTC
+1.6%
-61.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -0.9% | -11.4% | -12.0% |
| 7D | -12.7% | -15.9% | +3.2% | -8.4% |
| 30D | -14.4% | -5.5% | -8.9% | -13.2% |
| 3M | -30.7% | +26.2% | -56.9% | -36.6% |
| 6M | -41.9% | +77.0% | -119.0% | -53.2% |
| YTD | -52.6% | +18.9% | -71.5% | -57.4% |
| 1Y | -60.1% | +1.3% | -61.4% | -63.2% |
| All | -60.1% | +1.6% | -61.7% | -63.2% |
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