+216.5%
KTOS vs ET
+96.2%
+120.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -25.2% |
| 6M | -47.5% | +18.9% | -66.4% | -51.2% |
| YTD | -38.5% | +37.7% | -76.2% | -46.5% |
| 1Y | -31.0% | +32.4% | -63.4% | -39.0% |
| 3Y | +216.5% | +99.5% | +117.1% | +116.4% |
| All | +216.5% | +96.2% | +120.4% | +116.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling