-24.8%
KTOS vs ET
+31.4%
-56.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.5% |
| 7D | -8.0% | +0.9% | -8.9% | -7.9% |
| 30D | -13.6% | +7.5% | -21.1% | -12.6% |
| 3M | -24.6% | +11.4% | -36.0% | -23.0% |
| 6M | -46.3% | +18.5% | -64.9% | -45.3% |
| YTD | -37.0% | +37.4% | -74.4% | -35.1% |
| 1Y | -24.8% | +30.9% | -55.7% | -20.9% |
| All | -24.8% | +31.4% | -56.2% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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