+606.4%
KTOS vs EXPD
+332.1%
+274.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.5% |
| 7D | -2.4% | +2.0% | -4.4% | -3.4% |
| 30D | -26.8% | +4.4% | -31.2% | -28.4% |
| 3M | -20.6% | +15.7% | -36.3% | -26.5% |
| 6M | -47.5% | +37.5% | -85.0% | -55.9% |
| YTD | -38.5% | +29.9% | -68.4% | -47.5% |
| 1Y | -31.0% | +57.8% | -88.8% | -47.3% |
| 3Y | +216.5% | +71.6% | +144.9% | +121.4% |
| 5Y | +105.7% | +62.2% | +43.4% | +44.0% |
| All | +606.4% | +332.1% | +274.2% | +193.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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