-24.7%
KTOS vs EXR
+2,630.3%
-2,655.0%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.9% |
| 7D | -2.4% | -1.2% | -1.2% | -2.0% |
| 30D | -26.8% | -6.2% | -20.6% | -25.4% |
| 3M | -20.6% | -7.4% | -13.2% | -18.9% |
| 6M | -47.5% | -0.5% | -46.9% | -47.5% |
| YTD | -38.5% | +8.1% | -46.6% | -40.1% |
| 1Y | -31.0% | -2.9% | -28.1% | -30.8% |
| 3Y | +216.5% | +22.9% | +193.6% | +189.4% |
| 5Y | +105.7% | -10.2% | +115.8% | +104.1% |
| 10Y | +615.0% | +151.7% | +463.3% | +421.0% |
| All | -24.7% | +2,630.3% | -2,655.0% | -72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling