+216.5%
KTOS vs ESTC
+6.9%
+209.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.4% | -9.2% | +6.8% | -0.7% |
| 30D | -26.8% | +8.1% | -34.9% | -28.4% |
| 3M | -20.6% | +38.5% | -59.0% | -26.2% |
| 6M | -47.5% | +57.8% | -105.3% | -52.5% |
| YTD | -38.5% | +10.5% | -49.0% | -41.3% |
| 1Y | -31.0% | -6.4% | -24.6% | -32.7% |
| 3Y | +216.5% | +4.7% | +211.9% | +205.5% |
| All | +216.5% | +6.9% | +209.6% | +205.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling