+606.4%
KTOS vs EVRG
+113.9%
+492.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.8% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | -26.8% | -1.2% | -25.6% | -26.5% |
| 3M | -20.6% | -0.6% | -20.0% | -20.6% |
| 6M | -47.5% | +2.4% | -49.9% | -48.4% |
| YTD | -38.5% | +15.5% | -53.9% | -43.0% |
| 1Y | -31.0% | +16.8% | -47.8% | -36.4% |
| 3Y | +216.5% | +75.0% | +141.5% | +136.6% |
| 5Y | +105.7% | +49.3% | +56.3% | +65.2% |
| All | +606.4% | +113.9% | +492.4% | +413.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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