-60.1%
KTOS vs ETR
+18.4%
-78.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +2.7% | -15.0% | -12.6% |
| 7D | -12.7% | +3.7% | -16.4% | -13.2% |
| 30D | -14.4% | +11.0% | -25.4% | -16.1% |
| 3M | -30.7% | +3.4% | -34.1% | -31.1% |
| 6M | -41.9% | -3.3% | -38.6% | -41.2% |
| YTD | -52.6% | +23.3% | -75.9% | -64.4% |
| 1Y | -60.1% | +19.2% | -79.3% | -67.7% |
| All | -60.1% | +18.4% | -78.5% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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