-92.4%
KTOS vs EXPD
+2,501.3%
-2,593.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -2.3% | +1.2% | -3.5% | -2.8% |
| 30D | -26.3% | +6.8% | -33.1% | -28.1% |
| 3M | -14.3% | +14.9% | -29.2% | -18.8% |
| 6M | -47.2% | +34.6% | -81.8% | -53.1% |
| YTD | -38.1% | +27.7% | -65.8% | -44.4% |
| 1Y | -28.4% | +57.7% | -86.1% | -40.8% |
| 3Y | +219.6% | +70.9% | +148.7% | +151.8% |
| 5Y | +107.0% | +59.5% | +47.5% | +65.1% |
| 10Y | +619.4% | +323.3% | +296.1% | +308.0% |
| All | -92.4% | +2,501.3% | -2,593.8% | -97.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling