+216.5%
KTOS vs EXEL
+154.7%
+61.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.4% |
| 7D | -2.4% | -4.9% | +2.5% | -2.0% |
| 30D | -26.8% | +11.4% | -38.2% | -27.6% |
| 3M | -20.6% | +4.9% | -25.5% | -21.0% |
| 6M | -47.5% | +34.4% | -81.9% | -48.8% |
| YTD | -38.5% | +28.0% | -66.5% | -40.0% |
| 1Y | -31.0% | +43.6% | -74.6% | -33.3% |
| 3Y | +216.5% | +155.2% | +61.3% | +202.3% |
| All | +216.5% | +154.7% | +61.8% | +202.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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