+216.5%
KTOS vs EXPD
+73.1%
+143.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.0% |
| 7D | -2.4% | +2.0% | -4.4% | -2.8% |
| 30D | -26.8% | +4.4% | -31.2% | -27.5% |
| 3M | -20.6% | +15.7% | -36.3% | -23.0% |
| 6M | -47.5% | +37.5% | -85.0% | -51.0% |
| YTD | -38.5% | +29.9% | -68.4% | -42.2% |
| 1Y | -31.0% | +57.8% | -88.8% | -38.1% |
| 3Y | +216.5% | +71.6% | +144.9% | +168.9% |
| All | +216.5% | +73.1% | +143.5% | +168.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling