+606.4%
KTOS vs ETR
+296.9%
+309.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -2.4% | -1.8% | -0.6% | -1.6% |
| 30D | -26.8% | -1.8% | -25.1% | -26.4% |
| 3M | -20.6% | -3.6% | -17.0% | -19.6% |
| 6M | -47.5% | +2.6% | -50.1% | -48.6% |
| YTD | -38.5% | +16.0% | -54.5% | -43.0% |
| 1Y | -31.0% | +20.1% | -51.1% | -36.9% |
| 3Y | +216.5% | +143.6% | +73.0% | +108.4% |
| 5Y | +105.7% | +124.4% | -18.7% | +38.9% |
| All | +606.4% | +296.9% | +309.5% | +352.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling