+235.2%
KTOS vs ESTC
+19.1%
+216.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.4% | -9.2% | +6.8% | 0.0% |
| 30D | -26.8% | +8.1% | -34.9% | -29.1% |
| 3M | -20.6% | +38.5% | -59.0% | -28.2% |
| 6M | -47.5% | +57.8% | -105.3% | -54.2% |
| YTD | -38.5% | +10.5% | -49.0% | -41.6% |
| 1Y | -31.0% | -6.4% | -24.6% | -32.2% |
| 3Y | +216.5% | +4.7% | +211.9% | +177.6% |
| 5Y | +105.7% | -47.8% | +153.5% | +100.0% |
| All | +235.2% | +19.1% | +216.0% | +111.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling