+216.5%
KTOS vs EXR
+23.2%
+193.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | -2.4% | -1.2% | -1.2% | -2.1% |
| 30D | -26.8% | -6.2% | -20.6% | -25.6% |
| 3M | -20.6% | -7.4% | -13.2% | -19.2% |
| 6M | -47.5% | -0.5% | -46.9% | -47.6% |
| YTD | -38.5% | +8.1% | -46.6% | -39.8% |
| 1Y | -31.0% | -2.9% | -28.1% | -31.1% |
| 3Y | +216.5% | +22.9% | +193.6% | +235.7% |
| All | +216.5% | +23.2% | +193.4% | +235.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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