+606.4%
KTOS vs ET
+177.0%
+429.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | -2.4% | +0.2% | -2.6% | -2.5% |
| 30D | -26.8% | +2.9% | -29.7% | -27.6% |
| 3M | -20.6% | +16.8% | -37.4% | -25.1% |
| 6M | -47.5% | +18.9% | -66.4% | -51.0% |
| YTD | -38.5% | +37.7% | -76.2% | -45.6% |
| 1Y | -31.0% | +32.4% | -63.4% | -38.2% |
| 3Y | +216.5% | +99.5% | +117.1% | +142.6% |
| 5Y | +105.7% | +244.0% | -138.3% | +29.8% |
| All | +606.4% | +177.0% | +429.4% | +326.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling